Võrdle meetodeid
Vaata valitud meetodeid kõrvuti; erinevad read on esile tõstetud.
| Momendimeetodi (GMM) üldistatud hinnang× | Tobiti tsenseeritud regressioonimudel× | |
|---|---|---|
| Valdkond | Ökonomeetria | Ökonomeetria |
| Perekond | Regression model | Regression model |
| Tekkeaasta≠ | 1982 | 1958 |
| Looja≠ | Lars Peter Hansen; Arellano & Bond (dynamic panel) | James Tobin |
| Tüüp≠ | Moment-condition estimator | Censored regression (limited dependent variable) |
| Algallikas≠ | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ | Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36. DOI ↗ |
| Rööpnimetused≠ | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) | censored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon) |
| Seotud≠ | 5 | 4 |
| Kokkuvõte≠ | 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. | The Tobit model is a regression for outcomes that are censored at a threshold, estimating the relationship by maximum likelihood. Introduced by James Tobin in 1958, it addresses the pile-up of observations at a limit (typically zero) in data such as spending, wages, or duration. |
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