In econometrics, the Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data. It was proposed...
14 KB (2,167 words) - 06:02, 2 June 2025
developed the Arellano–Bond estimator, a widely used GMM estimator for panel data. This estimator is based on the earlier article by Arellano's PhD supervisor...
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variables can be shown as: E(uis|xit) =0 where s > t. The presence of predetermined variables is a motivating factor in the Arellano–Bond estimator. v t e...
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Together with Manuel Arellano, he developed the Arellano–Bond estimator, a widely used generalized method of moments estimator for panel data. Research...
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Generalized method of moments (redirect from GMM estimator)
Method of maximum likelihood Generalized empirical likelihood Arellano–Bond estimator Approximate Bayesian computation Hayashi, Fumio (2000). Econometrics...
24 KB (3,351 words) - 21:10, 14 April 2025
GMM techniques are commonly used in this situation, such as the Arellano–Bond estimator. While estimating this we should have the proper information about...
9 KB (1,117 words) - 00:02, 24 May 2025
Chicago 2018 Manuel Arellano (born 1957) Spain "for contributions to panel data analysis, especially the Arellano–Bond estimator." Center for Monetary...
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this setting. Instead, practitioners use a technique like the Arellano–Bond estimator. Panel study Factor analysis Hausman test Maddala, G. S. (2001)...
7 KB (1,021 words) - 09:55, 21 June 2024
estimators based on more instruments became a major research program in the 90s. Examples of this line of research are well-known papers by Arellano-Bond...
28 KB (3,201 words) - 17:13, 4 April 2025
Michael V., while Jay-Cool is played by Paolo Contis. Estimador (lit. 'Estimator') 2005 Another parody of the GMA Network documentary show Imbestigador...
127 KB (2,758 words) - 22:09, 15 July 2025