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تخمین‌گر گشتاور تعمیم‌یافته (GMM) فوریه آریانو-بوند×مدل اثرات ثابت داده‌های پانل×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش2010s2014
پدیدآورExtension of Arellano & Bond (1991) with Fourier flexible form augmentationHsiao (textbook treatment); within transformation of panel data
نوعDynamic panel GMM estimator with smooth structural break accommodationPanel data regression
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 ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
نام‌های دیگرFourier AB-GMM, Fourier first-differenced GMM, Fourier dynamic panel GMM, Fourier-extended Arellano-Bond estimatorfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
مرتبط25
خلاصهFourier Arellano-Bond GMM is a dynamic panel estimator that augments the classic Arellano-Bond first-differenced GMM framework with Fourier trigonometric terms to capture smooth, gradual structural breaks in the time dimension. It handles endogeneity through lagged-level instruments while remaining robust to unknown nonlinear trends that standard difference GMM ignores.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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  3. PUBLISHED

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ScholarGateمقایسهٔ روش‌ها: Fourier Arellano-Bond GMM · Panel Fixed Effects. بازیابی‌شده در 2026-06-19 از https://scholargate.app/fa/compare