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

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

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.

Suggested Citation

  • Tom Doan, "undated". "LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias," Statistical Software Components RTS00111, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00111
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    File URL: https://www.estima.com/procs_perl/lsdvc.src
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    Keywords

    Dynamic panel model; RATS;

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