The Estimation of Multi-dimensional Fixed Effects Panel Data Models
Laszlo Matyas and
No 2012_2, 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 generalised for higher dimensional panel data sets as well.
New Economics Papers: this item is included in nep-ecm
Date: 2012-04-23, Revised 2013-02-18
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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 (2014)
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