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	पैनल अरेलानो-बॉन्ड जीएमएम एस्टीमेटर	एरेलानो-बॉन्ड GMM अनुमानक
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1991	1991
प्रवर्तक	Manuel Arellano and Stephen Bond	Manuel Arellano and Stephen Bond
प्रकार	Dynamic panel GMM estimator	GMM estimator for dynamic panel data
मौलिक स्रोत	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.	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.
उपनाम	Arellano-Bond GMM, AB-GMM, difference GMM estimator, dynamic panel GMM	AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator
संबंधित	5	5
सारांश	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.