The Estimation of Multi-dimensional Fixed Effects Panel Data Models

László Balázsi, Laszlo Matyas () and Tom Wansbeek

No 2014_1, CEU Working Papers from Department of Economics, Central European University

Abstract: 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.

Date: 2014-02-10, Revised 2014-02-10
New Economics Papers: this item is included in nep-ecm
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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 (2015)
Working Paper: The Estimation of Multi-dimensional Fixed Effects Panel Data Models (2013)
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