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Njia ya GMM ya Fourier Arellano-Bond

Njia ya GMM ya Fourier Arellano-Bond ni kikadiriaji cha paneli kinachobadilika ambacho huongeza mfumo wa GMM wa Arellano-Bond wa tofauti ya kwanza kwa kuongeza maneno ya trigonometria ya Fourier ili kunasa mabadiliko laini, ya taratibu ya kimuundo katika kipimo cha muda. Hushughulikia uendeshaji kupitia vyombo vya viwango vilivyochelewa huku ikibaki imara dhidi ya mienendo isiyo ya mstari isiyojulikana ambayo GMM ya tofauti ya kawaida hupuuza.

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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. Gallant, A. R. (1981). On the bias in flexible functional forms and an essentially unbiased form: The Fourier flexible form. Journal of Econometrics, 15(2), 211-245. DOI: 10.1016/0304-4076(81)90115-9

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 3). Fourier-Augmented Arellano-Bond Generalized Method of Moments. ScholarGate. https://scholargate.app/sw/econometrics/fourier-arellano-bond-gmm

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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.

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Imerejelewa na

ScholarGateFourier Arellano-Bond GMM (Fourier-Augmented Arellano-Bond Generalized Method of Moments). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/fourier-arellano-bond-gmm · Seti ya data: https://doi.org/10.5281/zenodo.20539026