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Penganggar GMM Arellano-Bond Teguh

Penganggar GMM Robust Arellano-Bond mengaplikasikan pendekatan GMM perbezaan pertama Arellano-Bond pada data panel dinamik sambil mengira ralat piawai yang konsisten terhadap heteroskedastisiti dan autokorelasi (teguh). Kombinasi ini mengendalikan bias Nickell daripada pemboleh ubah bersandar tertinggal dan secara serentak menghasilkan inferens yang boleh dipercayai apabila varians ralat berbeza merentasi unit atau tempoh.

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Sumber

  1. Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The Review of Economic Studies, 58(2), 277-297. DOI: 10.2307/2297968
  2. Roodman, D. (2009). How to do xtabond2: An introduction to difference and system GMM in Stata. The Stata Journal, 9(1), 86-136. DOI: 10.1177/1536867X0900900106

Cara memetik halaman ini

ScholarGate. (2026, June 3). Robust Arellano-Bond Generalized Method of Moments Estimator. ScholarGate. https://scholargate.app/ms/econometrics/robust-arellano-bond-gmm

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ScholarGateRobust Arellano-Bond GMM (Robust Arellano-Bond Generalized Method of Moments Estimator). Dicapai 2026-06-15 daripada https://scholargate.app/ms/econometrics/robust-arellano-bond-gmm · Set data: https://doi.org/10.5281/zenodo.20539026