GMM Perbezaan Robust
GMM Perbezaan Robust menggunakan penganggar GMM perbezaan pertama Arellano-Bond dengan ralat piawai yang konsisten heteroskedastisiti dan autokorelasi (HAC) atau yang diperbetulkan oleh Windmeijer, memberikan inferens yang sah untuk model panel dinamik walaupun varians ralat tidak malar atau sisaan berkorelasi silang.
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Method map
The neighbourhood of related methods — select a node to explore.
Sumber
- 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 ↗
- 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 Difference Generalized Method of Moments Estimator. ScholarGate. https://scholargate.app/ms/econometrics/robust-difference-gmm
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Estimator Perbezaan GMM (Estimator Arellano-Bond)Ekonometrik↔ compare
- Model Panel Data DinamikEkonometrik↔ compare
- Penganggar GMM Arellano-Bond PanelEkonometrik↔ compare
- Model Kesan Tetap PanelEkonometrik↔ compare
- Panel System GMM (Penganggar Blundell-Bond)Ekonometrik↔ compare
- GMM Sistem TeguhEkonometrik↔ compare
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