Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Erinevus GMM (Arellano-Bondi estimaator)× | Dünaamiline paneelmudel× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 1991 | 1988–1991 |
| Looja≠ | Manuel Arellano and Stephen Bond | Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988) |
| Tüüp≠ | GMM panel estimator | Dynamic regression / GMM estimation |
| Algallikas | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗ |
| Rööpnimetused | Arellano-Bond estimator, AB-GMM, first-difference GMM, difference GMM estimator | dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model |
| Seotud | 5 | 5 |
| Kokkuvõte≠ | Difference GMM, introduced by Arellano and Bond (1991), estimates dynamic panel data models by first-differencing the equation to remove fixed effects, then using lagged levels of the endogenous variables as GMM instruments. It is the standard approach when a lagged dependent variable or other endogenous regressors are present in a panel with many units and few time periods. | The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy. |
| ScholarGateAndmestik ↗ |
|
|