Porovnať metódy
Prezrite si vybrané metódy vedľa seba; riadky, ktoré sa líšia, sú zvýraznené.
| Nelineárny systém GMM× | Model fixných efektov pre panelové dáta× | |
|---|---|---|
| Odbor | Ekonometria | Ekonometria |
| Rodina | Regression model | Regression model |
| Rok vzniku≠ | 1982 | 2014 |
| Tvorca≠ | Lars Peter Hansen | Hsiao (textbook treatment); within transformation of panel data |
| Typ≠ | System estimator | Panel data regression |
| Pôvodný zdroj≠ | Hansen, L. P. (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50(4), 1029–1054. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Ďalšie názvy | NLS-GMM, nonlinear system generalized method of moments, system GMM for nonlinear models, NL-SGMM | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Príbuzné≠ | 4 | 5 |
| Zhrnutie≠ | Nonlinear System GMM extends the Generalized Method of Moments framework to estimate a system of structural equations in which the parameter vector enters the moment conditions nonlinearly. It jointly exploits moment restrictions across multiple equations, yielding efficiency gains over single-equation approaches when the equations share parameters or have correlated disturbances. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
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