The Estimation of Multi-dimensional Fixed Effects Panel Data Models
Laszlo Matyas and
No 2014_1, 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 generalized for higher dimensional panel data sets as well.
New Economics Papers: this item is included in nep-ecm
Date: 2014-02-10, Revised 2014-02-10
References: View references in EconPapers View complete reference list from CitEc
Citations Track citations by RSS feed
Downloads: (external link)
http://www.personal.ceu.hu/staff/repec/pdf/2014_1.pdf Full text (application/pdf)
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:ceu:econwp:2014_1
Access Statistics for this paper
More papers in CEU Working Papers from Department of Economics, Central European University Contact information at EDIRC.
Series data maintained by Anita Apor ().