ScholarGate
Assistent
Regression modelEconometrics / time series

Strukturell brudd System GMM

Structural Break System GMM utvider Blundell-Bonds System GMM-estimator for dynamiske paneldata ved eksplisitt å ta hensyn til strukturelle brudd — brå regimeskifter i helninger, skjæringspunkter eller dynamikk — som, hvis de ignoreres, skjevvrir koeffisientestimatene og ugyldiggjør momentbetingelsene som underbygger standard GMM-inferens.

Anvend med EconMindSnartVideoSnartDownload slides

Les hele metoden

Kun for medlemmer

Logg inn med en gratis konto for å lese denne delen.

Logg inn

Method map

The neighbourhood of related methods — select a node to explore.

Kilder

  1. Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. DOI: 10.1016/S0304-4076(98)00009-8
  2. Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1–22. DOI: 10.1002/jae.659

Slik siterer du denne siden

ScholarGate. (2026, June 3). Structural Break System Generalized Method of Moments. ScholarGate. https://scholargate.app/no/econometrics/structural-break-system-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.

Compare side by side

Referert av

ScholarGateStructural Break System GMM (Structural Break System Generalized Method of Moments). Hentet 2026-06-15 fra https://scholargate.app/no/econometrics/structural-break-system-gmm · Datasett: https://doi.org/10.5281/zenodo.20539026