Comparar métodos

	Variáveis Instrumentais Dinâmicas (VI Dinâmica de Painel / Arellano-Bond)	Variáveis Instrumentais para Dados em Painel (IV em Painel / 2SLS)
Área	Inferência causal	Inferência causal
Família	Regression model	Regression model
Ano de origem	1991	1978-1991
Autor original	Arellano & Bond (1991); extended by Blundell & Bond (1998)	Hausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991)
Tipo	Dynamic panel causal estimation	Causal inference / panel regression
Fonte seminal	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.	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.
Outros nomes	Dynamic IV, Dynamic Panel IV, Arellano-Bond GMM, System GMM	Panel IV, Panel 2SLS, Within-IV, Fixed-Effects IV
Relacionados	5	4
Resumo	Dynamic Instrumental Variables estimation addresses endogeneity in panel models where the outcome depends on its own past values. By first-differencing to remove unit fixed effects and then using lagged levels as instruments for the differenced lagged outcome, it produces consistent causal estimates even when standard OLS or fixed-effects are biased by dynamic feedback.	Panel data instrumental variables combines the bias-correcting power of instrumental variables (IV) with the within-unit variation exploited by panel data methods. It addresses endogeneity — omitted variables, reverse causation, or measurement error — in longitudinal settings where observations are repeated across units and time. Seminal contributions come from Hausman (1978) on specification testing and Arellano and Bond (1991) on GMM-based panel IV.