เปรียบเทียบวิธี

	Nonlinear System GMM	การประมาณค่าด้วยวิธีโมเมนต์ทั่วไป (Generalized Method of Moments - GMM)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1982	1982
ผู้ริเริ่ม	Lars Peter Hansen	Lars Peter Hansen; Arellano & Bond (dynamic panel)
ประเภท	System estimator	Moment-condition estimator
แหล่งต้นตำรับ	Hansen, L. P. (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50(4), 1029–1054.	Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054.
ชื่อเรียกอื่น	NLS-GMM, nonlinear system generalized method of moments, system GMM for nonlinear models, NL-SGMM	generalized method of moments, GMM, Arellano-Bond estimator, Genelleştirilmiş Momentler Yöntemi (GMM)
ที่เกี่ยวข้อง	4	5
สรุป	Nonlinear System GMM extends the Generalized Method of Moments framework to estimate a system of structural equations in which the parameter vector enters the moment conditions nonlinearly. It jointly exploits moment restrictions across multiple equations, yielding efficiency gains over single-equation approaches when the equations share parameters or have correlated disturbances.	The Generalized Method of Moments is a general-purpose econometric estimator that recovers parameters from population moment conditions, introduced by Lars Peter Hansen in 1982. It is widely used for instrumental-variable estimation, dynamic panel-data models (the Arellano-Bond estimator), and time-series applications.