EconPapers    
Economics at your fingertips  
 

The Estimation of Multi-dimensional Fixed Effects Panel Data Models

László Balázsi, Laszlo Matyas and Tom Wansbeek

No 2014_1, 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 generalized for higher dimensional panel data sets as well.

New Economics Papers: this item is included in nep-ecm
Date: 2014-02-10, Revised 2014-02-10
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.personal.ceu.hu/staff/repec/pdf/2014_1.pdf Full text (application/pdf)

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 (2013) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:ceu:econwp:2014_1

Access Statistics for this paper

More papers in CEU Working Papers from Department of Economics, Central European University Contact information at EDIRC.
Series data maintained by Anita Apor ().

 
Page updated 2017-07-02
Handle: RePEc:ceu:econwp:2014_1