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برآوردگر GMM آرلانو-باند×مدل اثرات ثابت×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش19911971–1978
پدیدآورManuel Arellano and Stephen BondMundlak (1978); Nerlove (1971); classical panel econometrics
نوعGMM estimator for dynamic panel dataPanel regression estimator
منبع بنیادینArellano, 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 ↗Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002
نام‌های دیگرAB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimatorFE model, within estimator, least squares dummy variable, LSDV regression
مرتبط55
خلاصهThe Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous.The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders.
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ScholarGateمقایسهٔ روش‌ها: Arellano-Bond GMM estimator · Fixed Effects Model. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare