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| Penganggar Pemboleh Ubah Instrumental Anderson-Hsiao× | Model Kesan Tetap Data Panel× | |
|---|---|---|
| Bidang | Ekonometrik | Ekonometrik |
| Keluarga | Regression model | Regression model |
| Tahun asal≠ | 1981 | 2014 |
| Pengasas≠ | Theodore Anderson & Cheng Hsiao | Hsiao (textbook treatment); within transformation of panel data |
| Jenis≠ | Instrumental variables estimator for dynamic panel data | Panel data regression |
| Sumber perintis≠ | Anderson, T. W., & Hsiao, C. (1981). Estimation of dynamic models with error components. Journal of the American Statistical Association, 76(375), 598–606. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias | Anderson-Hsiao Estimator, AH IV Estimator, Dynamic Panel IV Estimator, Anderson-Hsiao Araçsal Değişken Tahmincisi | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Berkaitan≠ | 2 | 5 |
| Ringkasan≠ | 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. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
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