Salīdzināt metodes
Apskatiet izvēlētās metodes blakus; rindas, kas atšķiras, ir izceltas.
| Vispārinātā momentu metodes (GMM) novērtēšana× | Tobita cenzētās regresijas modelis× | |
|---|---|---|
| Nozare | Ekonometrija | Ekonometrija |
| Saime | Regression model | Regression model |
| Izcelsmes gads≠ | 1982 | 1958 |
| Autors≠ | Lars Peter Hansen; Arellano & Bond (dynamic panel) | James Tobin |
| Tips≠ | Moment-condition estimator | Censored regression (limited dependent variable) |
| Pirmavots≠ | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ | Tobin, J. (1958). Estimation of Relationships for Limited Dependent Variables. Econometrica, 26(1), 24-36. DOI ↗ |
| Citi nosaukumi≠ | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) | censored regression, limited dependent variable model, Tobit Modeli (Sansürlü Regresyon) |
| Saistītās≠ | 5 | 4 |
| Kopsavilkums≠ | 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. | The Tobit model is a regression for outcomes that are censored at a threshold, estimating the relationship by maximum likelihood. Introduced by James Tobin in 1958, it addresses the pile-up of observations at a limit (typically zero) in data such as spending, wages, or duration. |
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