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Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| LSDVC× | Модель фіксованих ефектів панельних даних× | |
|---|---|---|
| Галузь | Економетрика | Економетрика |
| Родина | Regression model | Regression model |
| Рік появи≠ | 1995 | 2014 |
| Автор методу≠ | Jan Kiviet | Hsiao (textbook treatment); within transformation of panel data |
| Тип≠ | Bias-corrected fixed-effects estimator | Panel data regression |
| Основоположне джерело≠ | 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 ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Інші назви | Bias-Corrected LSDV, BC-LSDV, Kiviet Estimator, Önyargı Düzeltilmiş En Küçük Kareler Kukla Değişken Tahmincisi | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Пов'язані≠ | 2 | 5 |
| Підсумок≠ | 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 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). |
| ScholarGateНабір даних ↗ |
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