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...

Fixed Effects Models -- When and How Much Do Fixed Effects Matter?- Random Effects Models -- Estimation of Sparse Variance-Covariance Matrix -- Models with Endogenous Regressors -- Dynamic Models and Reciprocity -- Random Coefficients Models -- Nonparametric Models with Random Effects --...