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The Estimation of Multi-dimensional Fixed Effects Panel Data Models

Laszlo Matyas and László Balázsi

No 2012_2, CEU Working Papers from Department of Economics, Central European University

Abstract: The paper introduces for the most frequently used three-dimensional fixed effects panel data models the appropriate within estimators. It analyzes the behaviour of these estimators in the case of no-self-flow data, unbalanced data and dynamic autoregressive models. Then the main results are generalised for higher dimensional panel data sets as well.

New Economics Papers: this item is included in nep-ecm
Date: 2012-04-23, Revised 2013-02-18
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Related works:
Working Paper: The Estimation of Multi-dimensional Fixed Effects Panel Data Models (2015) Downloads
Working Paper: The Estimation of Multi-dimensional Fixed Effects Panel Data Models (2014) Downloads
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