LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes a least squares dummy variable (i.e. fixed effects) estimator for a dynamic panel data model with correction for bias. Reference: Kiviet(1995), "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, vol. 68, no. 1, 53-78.

Language: RATS
Requires: RATS 7.00
Keywords: Dynamic; panel; model (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/lsdvc.src (text/plain)

Related works:
Journal Article: On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)
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