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LSDVC×Anderson-Hsiao estimator instrumentalnih promenljivih×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka19951981
TvoracJan KivietTheodore Anderson & Cheng Hsiao
TipBias-corrected fixed-effects estimatorInstrumental variables estimator for dynamic panel data
Temeljni izvorKiviet, 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 ↗
Drugi naziviBias-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
Srodne22
SažetakLSDVC 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.
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ScholarGateUporedite metode: LSDVC · Anderson-Hsiao IV. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare