The estimation of multidimensional fixed effects panel data models

Laszlo Balazsi, Laszlo Matyas () and Tom Wansbeek

Econometric Reviews, 2018, vol. 37, issue 3, 212-227

Abstract: This article introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well.

Date: 2018
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Citations: View citations in EconPapers (22)

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Related works:
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 (2014)
Working Paper: The Estimation of Multi-dimensional Fixed Effects Panel Data Models (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:taf:emetrv:v:37:y:2018:i:3:p:212-227

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DOI: 10.1080/07474938.2015.1032164

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