Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Sistema GMM con Rupturas Estructurales× | Sistema de Panel GMM (Estimador de Blundell-Bond)× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 1998–2003 | 1998 |
| Autor original≠ | Blundell & Bond (System GMM); Bai & Perron (structural break framework) | Blundell & Bond (1998); Arellano & Bover (1995) |
| Tipo≠ | Dynamic panel estimator with regime change | GMM estimator for dynamic panel data |
| Fuente seminal | Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. DOI ↗ | Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. DOI ↗ |
| Alias | System GMM with structural breaks, SB-SGMM, break-augmented System GMM, System GMM structural change estimator | System GMM, Blundell-Bond estimator, SYS-GMM, two-step System GMM |
| Relacionados | 6 | 6 |
| Resumen≠ | Structural Break System GMM extends the Blundell-Bond System GMM estimator for dynamic panel data by explicitly accounting for structural breaks — abrupt regime changes in slopes, intercepts, or dynamics — that, if ignored, bias the coefficient estimates and invalidate the moment conditions that underpin standard GMM inference. | Panel System GMM is a two-equation GMM estimator for dynamic panel data that stacks the differenced equation (using lagged levels as instruments) with the levels equation (using lagged differences as instruments). Developed by Blundell and Bond (1998) on the foundation of Arellano and Bover (1995), it is the preferred tool when the lagged dependent variable is highly persistent or individual effects are large. |
| ScholarGateConjunto de datos ↗ |
|
|