方法对比
并排查看您选择的方法；存在差异的行会高亮显示。
| 结构断裂动态面板数据模型× | 面板系统GMM（Blundell-Bond估计量）× | |
|---|---|---|
| 领域 | 计量经济学 | 计量经济学 |
| 方法族 | Regression model | Regression model |
| 起源年份≠ | 1991–1998 | 1998 |
| 提出者≠ | Bai & Perron (break detection); Arellano & Bond (dynamic panel GMM) | Blundell & Bond (1998); Arellano & Bover (1995) |
| 类型≠ | Dynamic panel model with regime change | GMM estimator for dynamic panel data |
| 开创性文献≠ | Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. DOI ↗ | Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. DOI ↗ |
| 别名 | dynamic panel with breaks, panel dynamic model structural change, DPDSB, panel dynamic structural break estimator | System GMM, Blundell-Bond estimator, SYS-GMM, two-step System GMM |
| 相关 | 6 | 6 |
| 摘要≠ | The structural break dynamic panel data model extends the standard dynamic panel framework by allowing regression coefficients or the autoregressive parameter to shift at one or more unknown break dates. It combines GMM-based dynamic panel estimation with formal structural change tests, enabling researchers to study how economic relationships evolve across distinct regimes while controlling for unobserved individual heterogeneity and endogeneity of the lagged dependent variable. | Panel System GMM is a two-equation GMM estimator for dynamic panel data that stacks the differenced equation (using lagged levels as instruments) with the levels equation (using lagged differences as instruments). Developed by Blundell and Bond (1998) on the foundation of Arellano and Bover (1995), it is the preferred tool when the lagged dependent variable is highly persistent or individual effects are large. |
| ScholarGate数据集 ↗ |
|
|