ScholarGate
Msaidizi
Regression modelEconometrics / time series

Kiendesha cha GMM cha Tofauti (Kiendesha cha Arellano-Bond)

Kiendesha cha GMM cha Tofauti, kilichoanzishwa na Arellano na Bond (1991), kinakadiria mifumo ya data ya paneli yenye nguvu kwa kwanza kutofautisha mlingano ili kuondoa athari za kudumu, kisha kutumia viwango vilivyocheleweshwa vya vigezo vinavyoathiriwa kama ala za GMM. Ni njia sanifu wakati kigezo tegemezi kilichocheleweshwa au vigezo vingine vinavyoathiriwa vipo kwenye paneli yenye vitengo vingi na vipindi vichache vya muda.

Tumia kupitia EconMindHivi karibuniVideoHivi karibuniDownload slides

Soma mbinu kamili

Kwa wanachama pekee

Ingia kwa akaunti ya bure ili kusoma sehemu hii.

Ingia

Method map

The neighbourhood of related methods — select a node to explore.

Kiendesha cha GMM cha Tofauti (Kiendesha cha Arellano-Bond)
Kikokotozi cha Arellano-…Mfumo wa Data wa Paneli…Modeli ya Athari Zilizow…Uchambuzi wa Data za Pan…Mfumo wa Paneli GMM (Msi…GMM Tofauti ya BayesianMfumo wa GMM wa BayesianNonlinear Difference GMMMfumo wa Athari Zilizowe…Kadiriaji wa GMM wa Arel…

+6 more

Vyanzo

  1. 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: 10.2307/2297968 ↗
  2. Roodman, D. (2009). How to do xtabond2: An introduction to difference and system GMM in Stata. Stata Journal, 9(1), 86–136. DOI: 10.1177/1536867X0900900106 ↗

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). First-Differenced Generalized Method of Moments Estimator. ScholarGate. https://scholargate.app/sw/econometrics/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.

Compare side by side →

Imerejelewa na

Kikokotozi cha Arellano-Bond GMMGMM Tofauti ya BayesianMfumo wa GMM wa BayesianMfumo wa Data wa Paneli Wenye Kigezo TeuleNonlinear Difference GMMMfumo wa Athari Zilizowekwa za PaneliMfumo wa Paneli GMM (Msimamizi wa Blundell-Bond)Kadiriaji wa GMM wa Arellano-Bond ImaraRobust Difference GMMGMM ya Mfumo ImaraGMM ya Tofauti ya Mvunjiko wa MuundoMfumo wa GMM wa Mapumziko ya KiunziArellano-Bond GMM yenye Vigezo Vinavyobadilika kwa WakatiGMM ya Tofauti ya Parameta Zinazobadilika kwa Wakati

Umeona tatizo kwenye ukurasa huu? Ripoti au pendekeza marekebisho →

ScholarGate — Difference GMM (First-Differenced Generalized Method of Moments Estimator). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/difference-gmm · Seti ya data: https://doi.org/10.5281/zenodo.20539026