Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| GMM para Sistemas No Lineales× | Estimación por el Método Generalizado de Momentos (GMM)× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen | 1982 | 1982 |
| Autor original≠ | Lars Peter Hansen | Lars Peter Hansen; Arellano & Bond (dynamic panel) |
| Tipo≠ | System estimator | Moment-condition estimator |
| Fuente seminal≠ | Hansen, L. P. (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50(4), 1029–1054. DOI ↗ | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ |
| Alias | NLS-GMM, nonlinear system generalized method of moments, system GMM for nonlinear models, NL-SGMM | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) |
| Relacionados≠ | 4 | 5 |
| Resumen≠ | Nonlinear System GMM extends the Generalized Method of Moments framework to estimate a system of structural equations in which the parameter vector enters the moment conditions nonlinearly. It jointly exploits moment restrictions across multiple equations, yielding efficiency gains over single-equation approaches when the equations share parameters or have correlated disturbances. | The Generalized Method of Moments is a general-purpose econometric estimator that recovers parameters from population moment conditions, introduced by Lars Peter Hansen in 1982. It is widely used for instrumental-variable estimation, dynamic panel-data models (the Arellano-Bond estimator), and time-series applications. |
| ScholarGateConjunto de datos ↗ |
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