The Estimation of Multi-dimensional Fixed Effects Panel Data Models

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.

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Year of publication:	2015
Authors:	Balazsi, Laszlo ; Matyas, Laszlo ; Wansbeek, Tom J.
Publisher:	Munich : Center for Economic Studies and ifo Institute (CESifo)
Subject:	panel data \| unbalanced panel \| dynamic panel data model \| multidimensional panel data \| fixed effects \| trade models \| gravity models \| FDI

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Series:	CESifo Working Paper ; 5251
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	820478555 [GVK] hdl:10419/108806 [Handle] RePec:ces:ceswps:_5251 [RePEc]
Classification:	C10 - Econometric and Statistical Methods: General. General ; C20 - Econometric Methods: Single Equation Models. General ; C40 - Econometric and Statistical Methods: Special Topics. General ; F17 - Trade Forecasting and Simulation ; F47 - Forecasting and Simulation
Source:	EconStor

Persistent link: https://www.econbiz.de/10010500421