Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Estimatori GMM i Panelit Arellano-Bond× | Model meefteve meefteve rastësore (RE)× | |
|---|---|---|
| Fusha | Ekonometri | Ekonometri |
| Familja | Regression model | Regression model |
| Viti i origjinës≠ | 1991 | 1966 |
| Krijuesi≠ | Manuel Arellano and Stephen Bond | Balestra & Nerlove |
| Lloji≠ | Dynamic panel GMM estimator | Panel data estimator |
| Burimi themelues≠ | 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 ↗ | Balestra, P., & Nerlove, M. (1966). Pooling cross section and time series data in the estimation of a dynamic model: The demand for natural gas. Econometrica, 34(3), 585–612. DOI ↗ |
| Emërtime të tjera | Arellano-Bond GMM, AB-GMM, difference GMM estimator, dynamic panel GMM | random effects estimator, RE model, GLS random effects, error components model |
| Të lidhura | 5 | 5 |
| Përmbledhja≠ | 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 panel random effects (RE) model treats individual-specific effects as random draws from a population distribution rather than fixed constants, enabling efficient estimation by generalised least squares and allowing inference about time-invariant regressors that are swept away in fixed effects estimation. |
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