Vertaile menetelmiä
Tarkastele valitsemiasi menetelmiä rinnakkain; eroavat rivit korostetaan.
| Arellano-Bond GMM -estimaattori paneelidatalle× | Arellano-Bond GMM -estimaattori× | |
|---|---|---|
| Tieteenala | Ekonometria | Ekonometria |
| Menetelmäperhe | Regression model | Regression model |
| Syntyvuosi | 1991 | 1991 |
| Kehittäjä | Manuel Arellano and Stephen Bond | Manuel Arellano and Stephen Bond |
| Tyyppi≠ | Dynamic panel GMM estimator | GMM estimator for dynamic panel data |
| Alkuperäislähde≠ | 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 ↗ |
| Rinnakkaisnimet | Arellano-Bond GMM, AB-GMM, difference GMM estimator, dynamic panel GMM | AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator |
| Liittyvät | 5 | 5 |
| Tiivistelmä≠ | The Arellano-Bond GMM estimator addresses the two core problems of dynamic panel models — individual fixed effects correlated with the regressors, and the endogeneity introduced by a lagged dependent variable — by first-differencing to remove fixed effects and then using lagged levels of the dependent variable as internal instruments. | The 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. |
| ScholarGateAineisto ↗ |
|
|