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	Odhadzovač GMM pre panelové dáta Arellano-Bond	Dynamický model panelových dát
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	1991	1988–1991
Tvorca	Manuel Arellano and Stephen Bond	Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)
Typ	Dynamic panel GMM estimator	Dynamic regression / GMM estimation
Pôvodný zdroj	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.
Ďalšie názvy	Arellano-Bond GMM, AB-GMM, difference GMM estimator, dynamic panel GMM	dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model
Príbuzné	5	5
Zhrnutie	The Arellano-Bond GMM estimator addresses the two core problems of dynamic panel models — individual fixed effects correlated with the regressors, and the endogeneity introduced by a lagged dependent variable — by first-differencing to remove fixed effects and then using lagged levels of the dependent variable as internal instruments.	The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy.