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| 푸리에 아렐라노-본 GMM× | 패널 데이터 고정 효과 모형× | |
|---|---|---|
| 분야 | 계량경제학 | 계량경제학 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2010s | 2014 |
| 창시자≠ | Extension of Arellano & Bond (1991) with Fourier flexible form augmentation | Hsiao (textbook treatment); within transformation of panel data |
| 유형≠ | Dynamic panel GMM estimator with smooth structural break accommodation | Panel data regression |
| 원전≠ | 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 ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| 별칭 | Fourier AB-GMM, Fourier first-differenced GMM, Fourier dynamic panel GMM, Fourier-extended Arellano-Bond estimator | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| 관련≠ | 2 | 5 |
| 요약≠ | Fourier Arellano-Bond GMM is a dynamic panel estimator that augments the classic Arellano-Bond first-differenced GMM framework with Fourier trigonometric terms to capture smooth, gradual structural breaks in the time dimension. It handles endogeneity through lagged-level instruments while remaining robust to unknown nonlinear trends that standard difference GMM ignores. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
| ScholarGate데이터셋 ↗ |
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