Regression modelEconometrics / time series
Робусни разликовни GMM
Робусни разликовни GMM примењује процењивач методе генерализованих момената (GMM) на панелске податке са временским и индивидуалним ефектима.
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Method map
The neighbourhood of related methods — select a node to explore.
Izvori
- 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 ↗
- 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 Difference Generalized Method of Moments Estimator. ScholarGate. https://scholargate.app/sr/econometrics/robust-difference-gmm
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- GMM po razlici (Estimat Arellano-Bonda)Ekonometrija↔ compare
- Model dinamičkih panelnih podatakaEkonometrija↔ compare
- Panel Arellano-Bond GMM EstimatorEkonometrija↔ compare
- Model sa fiksnim efektima panelaEkonometrija↔ compare
- Panel GMM sistem (Blundell-Bondov estimator)Ekonometrija↔ compare
- Robust System GMMEkonometrija↔ compare
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