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.
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Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- 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 ↗
- 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.
- Arellano-Bond GMM-estimatorØkonometri↔ compare
- Differanse-GMM (Arellano-Bond-estimatoren)Økonometri↔ compare
- Dynamisk paneldatamodellØkonometri↔ compare
- Panel System GMM (Blundell-Bond-estimator)Økonometri↔ compare
- Structural Break Difference GMMØkonometri↔ compare
- System GMM (Arellano-Bover / Blundell-Bond)Økonometri↔ compare
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