Regression modelDynamic panel
偏差修正最小二乘虚拟变量（LSDVC）估计量
LSDVC是由Kiviet（1995）提出的一种偏差修正面板数据估计量，旨在解决动态面板模型中滞后因变量存在的、困扰标准最小二乘虚拟变量（LSDV）估计量的著名Nickell偏差问题。该方法特别适用于T（时间周期数）相对于N（横截面单位数）较小的数据集，例如跨越短期时间范围的公司层面或国家层面面板数据。
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来源
- 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: 10.1016/0304-4076(94)01643-E ↗
如何引用本页
ScholarGate. (2026, June 2). Bias-Corrected Least Squares Dummy Variable (LSDVC). ScholarGate. https://scholargate.app/zh/econometrics/lsdvc
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