ScholarGate
دستیار

مقایسهٔ روش‌ها

روش‌های انتخابی خود را کنار هم مرور کنید؛ ردیف‌های متفاوت برجسته شده‌اند.

تخمین‌گر حداقل مربعات متغیر مجازی (LSDVC) با تصحیح اریب×برآوردگر متغیرهای ابزاری اندرسون-هسیائو×
حوزهاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression model
سال پیدایش19951981
پدیدآورJan KivietTheodore Anderson & Cheng Hsiao
نوعBias-corrected fixed-effects estimatorInstrumental variables estimator for dynamic panel data
منبع بنیادینKiviet, J. F. (1995). On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. Journal of Econometrics, 68(1), 53–78. DOI ↗Anderson, T. W., & Hsiao, C. (1981). Estimation of dynamic models with error components. Journal of the American Statistical Association, 76(375), 598–606. DOI ↗
نام‌های دیگرBias-Corrected LSDV, BC-LSDV, Kiviet Estimator, Önyargı Düzeltilmiş En Küçük Kareler Kukla Değişken TahmincisiAnderson-Hsiao Estimator, AH IV Estimator, Dynamic Panel IV Estimator, Anderson-Hsiao Araçsal Değişken Tahmincisi
مرتبط22
خلاصهLSDVC is a bias-corrected panel data estimator introduced by Kiviet (1995) to address the well-known Nickell bias that afflicts the standard Least Squares Dummy Variable (LSDV) estimator in dynamic panel models with a lagged dependent variable. It is particularly suited for researchers working with datasets where the number of time periods T is small relative to the number of cross-sectional units N, such as firm-level or country-level panels spanning a short time horizon.The Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore Anderson and Cheng Hsiao in 1981, it resolves the Nickell bias that arises when fixed effects are eliminated by first-differencing, by instrumenting the differenced lagged dependent variable with its own second lag in levels or differences.
ScholarGateمجموعه‌داده
  1. v1
  2. 1 منابع
  3. PUBLISHED
  1. v1
  2. 1 منابع
  3. PUBLISHED

رفتن به جست‌وجو دریافت اسلایدها

ScholarGateمقایسهٔ روش‌ها: LSDVC · Anderson-Hsiao IV. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare