Comparer des méthodes

	Méthode des variables instrumentales (VI) pour l'inférence causale	GMM de système (Arellano-Bover / Blundell-Bond)
Domaine	Économie de la santé	Économétrie
Famille	Process / pipeline	Regression model
Année d'origine	1990s (modern applications)	1998
Auteur d'origine	Angrist & Pischke (applied econometrics); rooted in econometric theory	Arellano & Bover (1995); Blundell & Bond (1998)
Type	Method	Dynamic panel data estimator
Source fondatrice	Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press.	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.
Alias	IV, two-stage least squares, TSLS, causal estimation	Arellano-Bover estimator, Blundell-Bond estimator, dynamic panel GMM, Sistem GMM (Arellano-Bover / Blundell-Bond)
Apparentées	3	4
Résumé	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.	System GMM is a generalized method of moments estimator for dynamic panel models that contain a lagged dependent variable. Introduced by Blundell and Bond (1998), building on Arellano and Bover, it augments the differenced equation of the earlier difference GMM (Arellano-Bond) with the equation in levels to deliver consistent estimates when N is large and T is small.