Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Estimation par la méthode généralisée des moments (GMM)× | Modèle de régression censurée de Tobit× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1982 | 1958 |
| Auteur d'origine≠ | Lars Peter Hansen; Arellano & Bond (dynamic panel) | James Tobin |
| Type≠ | Moment-condition estimator | Censored regression (limited dependent variable) |
| Source fondatrice≠ | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ | Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36. DOI ↗ |
| Alias≠ | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) | censored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon) |
| Apparentées≠ | 5 | 4 |
| 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. | The Tobit model is a regression for outcomes that are censored at a threshold, estimating the relationship by maximum likelihood. Introduced by James Tobin in 1958, it addresses the pile-up of observations at a limit (typically zero) in data such as spending, wages, or duration. |
| ScholarGateJeu de données ↗ |
|
|