مقایسهٔ روشها
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| تخمینگر حداقل مربعات متغیر مجازی (LSDVC) با تصحیح اریب× | برآوردگر متغیرهای ابزاری اندرسون-هسیائو× | |
|---|---|---|
| حوزه | اقتصادسنجی | اقتصادسنجی |
| خانواده | Regression model | Regression model |
| سال پیدایش≠ | 1995 | 1981 |
| پدیدآور≠ | Jan Kiviet | Theodore Anderson & Cheng Hsiao |
| نوع≠ | Bias-corrected fixed-effects estimator | Instrumental variables estimator for dynamic panel data |
| منبع بنیادین≠ | Kiviet, 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 دیگر | Bias-Corrected LSDV, BC-LSDV, Kiviet Estimator, Önyargı Düzeltilmiş En Küçük Kareler Kukla Değişken Tahmincisi | Anderson-Hsiao Estimator, AH IV Estimator, Dynamic Panel IV Estimator, Anderson-Hsiao Araçsal Değişken Tahmincisi |
| مرتبط | 2 | 2 |
| خلاصه≠ | LSDVC 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 ↗ |
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