Linganisha mbinu

	Kadiriaji ya GMM ya Jopo ya Arellano-Bond	Kikokotozi cha Arellano-Bond GMM
Nyanja	Ekonometriki	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	1991	1991
Mwanzilishi	Manuel Arellano and Stephen Bond	Manuel Arellano and Stephen Bond
Aina	Dynamic panel GMM estimator	GMM estimator for dynamic panel data
Chanzo asilia	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.
Majina mbadala	Arellano-Bond GMM, AB-GMM, difference GMM estimator, dynamic panel GMM	AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator
Zinazohusiana	5	5
Muhtasari	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 Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous.