Regression modelEconometrics / time series

Robusni GMM-ov estimator Arellano-Bonda

Robusni GMM-ov estimator Arellano-Bonda primenjuje pristup GMM-a prvog diferenciranja Arellano-Bonda na dinamičke panelne podatke, istovremeno računajući standardne greške konzistentne sa heteroskedasticijom i autokorelacijom (robuste). Ova kombinacija rešava Nikelovu pristrasnost od zaostalih zavisnih promenljivih i istovremeno pruža pouzdanu inferenciju kada se varijanse grešaka razlikuju među jedinicama ili periodima.

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Izvori

  1. Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The Review of Economic Studies, 58(2), 277-297. DOI: 10.2307/2297968
  2. Roodman, D. (2009). How to do xtabond2: An introduction to difference and system GMM in Stata. The Stata Journal, 9(1), 86-136. DOI: 10.1177/1536867X0900900106

Kako citirati ovu stranicu

ScholarGate. (2026, June 3). Robust Arellano-Bond Generalized Method of Moments Estimator. ScholarGate. https://scholargate.app/sr/econometrics/robust-arellano-bond-gmm

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ScholarGateRobust Arellano-Bond GMM (Robust Arellano-Bond Generalized Method of Moments Estimator). Preuzeto 2026-06-15 sa https://scholargate.app/sr/econometrics/robust-arellano-bond-gmm · Skup podataka: https://doi.org/10.5281/zenodo.20539026