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비선형 일반화 최소제곱법 (Nonlinear Generalized Least Squares, NGLS)×일반화 적률법 (GMM) 추정×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도19751982
창시자Gallant (1975); extended by Davidson & MacKinnonLars Peter Hansen; Arellano & Bond (dynamic panel)
유형Nonlinear estimatorMoment-condition estimator
원전Gallant, A. R. (1987). Nonlinear Statistical Models. Wiley. ISBN: 978-0471802600Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗
별칭NGLS, nonlinear generalized least squares, feasible nonlinear GLS, FNGLSgeneralized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM)
관련25
요약Nonlinear Generalized Least Squares extends the classical GLS framework to regression models where the mean function is nonlinear in the parameters. It accounts for non-spherical errors — heteroscedasticity or autocorrelation — by pre-weighting the nonlinear objective with an estimated error covariance matrix, yielding consistent and asymptotically efficient estimates.The Generalized Method of Moments is a general-purpose econometric estimator that recovers parameters from population moment conditions, introduced by Lars Peter Hansen in 1982. It is widely used for instrumental-variable estimation, dynamic panel-data models (the Arellano-Bond estimator), and time-series applications.
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