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Metodo delle Variabili Strumentali (IV) per l'Inferenza Causale×GMM Sistematico (Arellano-Bover / Blundell-Bond)×
CampoEconomia sanitariaEconometria
FamigliaProcess / pipelineRegression model
Anno di origine1990s (modern applications)1998
IdeatoreAngrist & Pischke (applied econometrics); rooted in econometric theoryArellano & Bover (1995); Blundell & Bond (1998)
TipoMethodDynamic panel data estimator
Fonte seminaleAngrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗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 ↗
AliasIV, two-stage least squares, TSLS, causal estimationArellano-Bover estimator, Blundell-Bond estimator, dynamic panel GMM, Sistem GMM (Arellano-Bover / Blundell-Bond)
Correlati34
SintesiInstrumental 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.
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ScholarGateConfronta i metodi: Instrumental Variables in Health Research · System GMM. Consultato il 2026-06-19 da https://scholargate.app/it/compare