The Estimation of Multi-dimensional Fixed Effects Panel Data Models
Laszlo Matyas and
No 2014_1, CEU Working Papers from Department of Economics, Central European University
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.
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Date: 2014-02-10, Revised 2014-02-10
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Working Paper: The Estimation of Multi-dimensional Fixed Effects Panel Data Models (2015)
Working Paper: The Estimation of Multi-dimensional Fixed Effects Panel Data Models (2013)
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Persistent link: http://EconPapers.repec.org/RePEc:ceu:econwp:2014_1
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