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Metoda Variabilelor Instrumentale (IV) pentru Inferența Cauzală×Sistem GMM (Arellano-Bover / Blundell-Bond)×
DomeniuEconomia sănătățiiEconometrie
FamilieProcess / pipelineRegression model
Anul apariției1990s (modern applications)1998
Autorul originalAngrist & Pischke (applied econometrics); rooted in econometric theoryArellano & Bover (1995); Blundell & Bond (1998)
TipMethodDynamic panel data estimator
Sursa seminalăAngrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗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 ↗
Denumiri alternativeIV, two-stage least squares, TSLS, causal estimationArellano-Bover estimator, Blundell-Bond estimator, dynamic panel GMM, Sistem GMM (Arellano-Bover / Blundell-Bond)
Înrudite34
RezumatInstrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes.System GMM is a generalized method of moments estimator for dynamic panel models that contain a lagged dependent variable. Introduced by Blundell and Bond (1998), building on Arellano and Bover, it augments the differenced equation of the earlier difference GMM (Arellano-Bond) with the equation in levels to deliver consistent estimates when N is large and T is small.
ScholarGateSet de date
  1. v1
  2. 3 Surse
  3. PUBLISHED
  1. v1
  2. 3 Surse
  3. PUBLISHED

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ScholarGateCompară metode: Instrumental Variables in Health Research · System GMM. Preluat la 2026-06-19 de pe https://scholargate.app/ro/compare