Fixed Effects Models

László Balázsi (), Laszlo Matyas () and Tom Wansbeek ()
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László Balázsi: Central European University
Tom Wansbeek: University of Groningen

Chapter Chapter 1 in The Econometrics of Multi-dimensional Panels, 2024, pp 1-37 from Springer

Abstract: Abstract In recent years the massive emergence of multi-dimensional panels has led to an increasing demand for more sophisticated model formulations with respect to the well known two-dimensional ones to address properly the additional heterogeneity in the data. This chapter deals with the most relevant three-dimensional fixed effects model specifications and derives appropriate Least Squares Dummy Variables and Within estimators for them. The main results of the chapter are also generalized for unbalanced panels, cross-sectional dependence in the error terms, and higher dimensional data. Some thoughts on models with varying slope coefficients are also presented.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:adschp:978-3-031-49849-7_1

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DOI: 10.1007/978-3-031-49849-7_1

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