The estimation of multi-dimensional fixed effects panel data models

Laszlo Balazsi; Laszlo Matyas; Tom J. Wansbeek

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.

MoreLess

Year of publication:	2015
Authors:	Balazsi, Laszlo ; Mátyás, László ; Wansbeek, Tom
Publisher:	München : CESifo
Subject:	panel data \| unbalanced panel \| dynamic panel data model \| multidimensional panel data \| fixed effects \| trade models \| gravity models \| FDI \| Panel \| Panel study \| Gravitationsmodell \| Gravity model \| Auslandsinvestition \| Foreign investment \| Schätzung \| Estimation \| Fixed-Effects-Modell \| Fixed effects model \| Dynamische Ökonometrie \| Dynamic econometrics \| Multidimensionale Skalierung \| Multidimensional scaling \| Dynamische Wirtschaftstheorie \| Economic dynamics

Extent:	Online-Ressource (24 S.)
Series:	CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 5251
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/108806 [Handle]
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:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010492323