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Robustne erinevuste GMM

Robustne erinevuste GMM rakendab Arellano-Bondi esimese erinevuse GMM-i hindajat koos heteroskedastiilisuse ja autokorrelatsiooniga kooskõlaliste (HAC) või Windmeijeri korrigeeritud standardvigadega, pakkudes kehtivat järeldust dünaamiliste paneelmudelite jaoks isegi siis, kui veavariansid ei ole konstantsed või jäägid on ristlõikes korreleeritud.

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Allikad

  1. Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The Review of Economic Studies, 58(2), 277-297. DOI: 10.2307/2297968
  2. Roodman, D. (2009). How to do xtabond2: An introduction to difference and system GMM in Stata. The Stata Journal, 9(1), 86-136. DOI: 10.1177/1536867X0900900106

Kuidas sellele lehele viidata

ScholarGate. (2026, June 3). Robust Difference Generalized Method of Moments Estimator. ScholarGate. https://scholargate.app/et/econometrics/robust-difference-gmm

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ScholarGateRobust Difference GMM (Robust Difference Generalized Method of Moments Estimator). Loetud 2026-06-15 aadressilt https://scholargate.app/et/econometrics/robust-difference-gmm · Andmestik: https://doi.org/10.5281/zenodo.20539026