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Krahasoni metodat

Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.

Estimimi Robust me Variabla Instrumentale×Variablat Instrumentale të Të Dhënave Panel (Panel IV / 2SLS)×
FushaInferenca kauzaleInferenca kauzale
FamiljaRegression modelRegression model
Viti i origjinës1949–20191978-1991
KrijuesiAnderson & Rubin (1949); Stock, Wright & Yogo (2002); Andrews, Stock & Sun (2019)Hausman (1978); Anderson & Hsiao (1982); Arellano & Bond (1991)
LlojiCausal inference / robust estimationCausal inference / panel regression
Burimi themeluesStock, J. H., Wright, J. H., & Yogo, M. (2002). A survey of weak instruments and weak identification in generalized method of moments. Journal of Business and Economic Statistics, 20(4), 518-529. DOI ↗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 ↗
Emërtime të tjeraRobust IV, Weak-instrument-robust IV, Robust 2SLS, Weak-instrument-robust inferencePanel IV, Panel 2SLS, Within-IV, Fixed-Effects IV
Të lidhura44
PërmbledhjaRobust Instrumental Variables estimation extends standard IV and two-stage least squares (2SLS) by guarding against weak-instrument bias and non-standard inference. Methods such as the Anderson-Rubin test, Limited Information Maximum Likelihood (LIML), and the Conditional Likelihood Ratio test provide valid confidence sets and hypothesis tests even when instruments are weak or only partially identified, making IV inference reliable in settings where standard 2SLS breaks down.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.
ScholarGateSeti i të dhënave
  1. v1
  2. 2 Burimet
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  1. v1
  2. 2 Burimet
  3. PUBLISHED

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ScholarGateKrahasoni metodat: Robust Instrumental Variables · Panel Data Instrumental Variables. Marrë më 2026-06-18 nga https://scholargate.app/sq/compare