The Estimation of Multi-dimensional Fixed Effects Panel Data Models

Laszlo Balazsi, Laszlo Matyas () and Tom J. Wansbeek

No 5251, CESifo Working Paper Series from CESifo

Abstract: The paper 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.

Keywords: panel data; unbalanced panel; dynamic panel data model; multidimensional panel data; fixed effects; trade models; gravity models; FDI (search for similar items in EconPapers)
JEL-codes: C10 C20 C40 F17 F47 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

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Related works:
Journal Article: The estimation of multidimensional fixed effects panel data models (2018)
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:ces:ceswps:_5251

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