The Estimation of Multi-Dimensional Fixed Effects Panel Data Models
25 Pages Posted: 9 Apr 2015
Date Written: March 30, 2015
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.
Keywords: panel data, unbalanced panel, dynamic panel data model, multidimensional panel data, fixed effects, trade models, gravity models, FDI
JEL Classification: C100, C200, C400, F170, F470
Suggested Citation: Suggested Citation
Balazsi, Laszlo and Matyas, Laszlo and Wansbeek, Tom, The Estimation of Multi-Dimensional Fixed Effects Panel Data Models (March 30, 2015). CESifo Working Paper Series No. 5251, Available at SSRN: https://ssrn.com/abstract=2591831 or http://dx.doi.org/10.2139/ssrn.2591831
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