The Estimation of Multi-dimensional Fixed Effects Panel Data Models

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.

MoreLess

Year of publication:	2014-02-10
Authors:	Balázsi, László ; Mátyás, László ; Wansbeek, Tom
Institutions:	Department of Economics, Central European University

More details

Extent:	application/pdf
Series:	CEU Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2014_1
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010818255