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	Różnicowy estymator GMM z uwzględnieniem przełomów strukturalnych	Estymator GMM Arellano-Bonda
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	1991 / 1998	1991
Twórca	Arellano & Bond (Difference GMM); Bai & Perron (structural break testing)	Manuel Arellano and Stephen Bond
Typ	Dynamic panel estimator with structural breaks	GMM estimator for dynamic panel data
Źródło pierwotne	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.	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.
Inne nazwy	Difference GMM with structural breaks, break-augmented Arellano-Bond GMM, dynamic panel GMM with regime shifts, structural change Difference GMM	AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator
Pokrewne	6	5
Podsumowanie	Structural Break Difference GMM extends the Arellano-Bond first-difference GMM estimator to dynamic panel settings where the data-generating process shifts at one or more unknown breakpoints. By explicitly incorporating break indicators or allowing regime-specific parameters, the estimator avoids the biased coefficient and invalid moment conditions that arise when a structural change is ignored in a standard Difference GMM fit.	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.