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Robust System GMM×Método de Variables Instrumentales (VI) para Inferencia Causal×
CampoEconometríaEconomía de la salud
FamiliaRegression modelProcess / pipeline
Año de origen1998–20051990s (modern applications)
Autor originalBlundell & Bond (1998); robustness corrections by Windmeijer (2005)Angrist & Pischke (applied econometrics); rooted in econometric theory
TipoPanel data GMM estimatorMethod
Fuente seminalBlundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. DOI ↗Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗
Aliassystem GMM with robust standard errors, two-step system GMM, Blundell-Bond robust estimator, robust S-GMMIV, two-stage least squares, TSLS, causal estimation
Relacionados53
ResumenRobust System GMM is a two-step panel data estimator that combines the difference and levels moment conditions of Blundell and Bond (1998) with Windmeijer's (2005) finite-sample correction to the two-step variance, producing valid inference even in short panels with a persistent dependent variable, individual fixed effects, and potentially endogenous regressors.Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes.
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ScholarGateComparar métodos: Robust System GMM · Instrumental Variables in Health Research. Recuperado el 2026-06-18 de https://scholargate.app/es/compare