Comparer des méthodes

	Estimation par la méthode généralisée des moments (GMM)	Méthode des variables instrumentales (VI) pour l'inférence causale
Domaine	Économétrie	Économie de la santé
Famille	Regression model	Process / pipeline
Année d'origine	1982	1990s (modern applications)
Auteur d'origine	Lars Peter Hansen; Arellano & Bond (dynamic panel)	Angrist & Pischke (applied econometrics); rooted in econometric theory
Type	Moment-condition estimator	Method
Source fondatrice	Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054.	Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press.
Alias	generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM)	IV, two-stage least squares, TSLS, causal estimation
Apparentées	5	3
Résumé	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.	Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes.