新疆师范大学学报（自然科学版）2025，Vol.44Issue(3)：62-67,6.
动态面板数据模型参数的二阶差分广义矩估计
Second-order Difference Generalized Method of Moments for Dynamic Panel Data Models
摘要
Abstract
This paper proposes a Second-order Difference Generalized Method of Moments(Sd-GMM)for the parameters in the dynamic panel data model using second-order difference,and proves the consistency of the Sd-GMM estimator.The results of Monte Carlo simulation show that the Second-order Difference GMM estimation has lower bias and higher accuracy compared to the system GMM estimation and the level GMM estimation.关键词
动态面板数据/二阶差分/广义矩估计/一致性/数值模拟Key words
Dynamic panel data/Second-order difference/GMM Estimator/Consistency/Numerical simulation分类
数学引用本文复制引用
迪丽努尔·托合提,董翠玲..动态面板数据模型参数的二阶差分广义矩估计[J].新疆师范大学学报（自然科学版）,2025,44(3):62-67,6.基金项目
新疆维吾尔自治区自然科学基金项目(2023D01A37 （）
2022D01A219). （）
