Regression model
广义矩估计法 (GMM)
广义矩估计法是一种通用计量经济学估计器，它通过总体矩条件来恢复参数，由 Lars Peter Hansen 于 1982 年提出。该方法广泛用于工具变量估计、动态面板数据模型（Arellano-Bond 估计器）和时间序列应用。
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Method map
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来源
- Hansen, L. P. (1982). Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50(4), 1029-1054. DOI: 10.2307/1912775 ↗
- Arellano, M., & Bond, S. (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. The Review of Economic Studies, 58(2), 277-297. DOI: 10.2307/2297968 ↗
如何引用本页
ScholarGate. (2026, June 1). Generalized Method of Moments Estimation. ScholarGate. https://scholargate.app/zh/econometrics/gmm-estimation
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.
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- 普通最小二乘法 (OLS) 回归计量经济学↔ compare
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