Methoden vergelijken
Bekijk de geselecteerde methoden naast elkaar; rijen die verschillen zijn gemarkeerd.
| Arellano-Bond GMM-schatter voor panelen× | Arellano-Bond GMM-schatter× | |
|---|---|---|
| Vakgebied | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Jaar van ontstaan | 1991 | 1991 |
| Grondlegger | Manuel Arellano and Stephen Bond | Manuel Arellano and Stephen Bond |
| Type≠ | Dynamic panel GMM estimator | GMM estimator for dynamic panel data |
| Oorspronkelijke bron≠ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297. DOI ↗ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗ |
| Aliassen | Arellano-Bond GMM, AB-GMM, difference GMM estimator, dynamic panel GMM | AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator |
| Verwant | 5 | 5 |
| Samenvatting≠ | The Arellano-Bond GMM estimator addresses the two core problems of dynamic panel models — individual fixed effects correlated with the regressors, and the endogeneity introduced by a lagged dependent variable — by first-differencing to remove fixed effects and then using lagged levels of the dependent variable as internal instruments. | The Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous. |
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