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Robusni model dinamičkih panelnih podataka

Robusni model dinamičkih panelnih podataka kombinira GMM (generalized method of moments) okvir za dinamičke panele — koji rješava endogenost zaostalih zavisnih varijabli i neopaženu heterogenost — s robustnom procjenom kovarijance koja ostaje valjana pod heteroskedasticnošću i serijskom korelacijom. Windmeijerova korekcija za konačne uzorke standardna je robustna prilagodba primijenjena na dvostupanjske GMM procjenitelje u ovom kontekstu.

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Izvori

  1. 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: 10.2307/2297968
  2. Windmeijer, F. (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of Econometrics, 126(1), 25–51. DOI: 10.1016/j.jeconom.2004.02.005

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Robust Dynamic Panel Data Model. ScholarGate. https://scholargate.app/hr/econometrics/robust-dynamic-panel-data-model

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ScholarGateRobust Dynamic Panel Data Model (Robust Dynamic Panel Data Model). Preuzeto 2026-06-15 s https://scholargate.app/hr/econometrics/robust-dynamic-panel-data-model · Skup podataka: https://doi.org/10.5281/zenodo.20539026