Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| Niet-lineaire Systeem GMM× | Generaliseerde Methode van Momenten (GMM) Schatter× | |
|---|---|---|
| Vakgebied | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Jaar van ontstaan | 1982 | 1982 |
| Grondlegger≠ | Lars Peter Hansen | Lars Peter Hansen; Arellano & Bond (dynamic panel) |
| Type≠ | System estimator | Moment-condition estimator |
| Oorspronkelijke bron≠ | Hansen, L. P. (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50(4), 1029–1054. DOI ↗ | Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI ↗ |
| Aliassen | NLS-GMM, nonlinear system generalized method of moments, system GMM for nonlinear models, NL-SGMM | generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM) |
| Verwant≠ | 4 | 5 |
| Samenvatting≠ | Nonlinear System GMM extends the Generalized Method of Moments framework to estimate a system of structural equations in which the parameter vector enters the moment conditions nonlinearly. It jointly exploits moment restrictions across multiple equations, yielding efficiency gains over single-equation approaches when the equations share parameters or have correlated disturbances. | 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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