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The Formulation and Estimation of Random Effects Panel Data Models of Trade

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  • László Mátyás
  • Cecilia Hornok
  • Daria Pus

Abstract

The paper introduces for the most frequently used three- dimensional panel data sets several random effects model specifications. It derives appropriate estimation methods for the balanced and unbalanced cases and deals with some extensions as well. An application is also presented where the bilateral trade of 20 EU countries is analysed for the period 2001-2006. The differences between the fixed and random effects specifications are highlighted through this empirical exercise.

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Bibliographic Info

Paper provided by Department of Economics, Central European University in its series CEU Working Papers with number 2012_1.

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Date of creation: 05 May 2012
Date of revision: 25 Mar 2013
Handle: RePEc:ceu:econwp:2012_1

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  1. Richard Baldwin & Daria Taglioni, 2006. "Gravity for Dummies and Dummies for Gravity Equations," NBER Working Papers 12516, National Bureau of Economic Research, Inc.
  2. James E. Anderson, 2011. "The Gravity Model," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 133-160, 09.
  3. Peter Egger & Michael Pfaffermayr, 2003. "The proper panel econometric specification of the gravity equation: A three-way model with bilateral interaction effects," Empirical Economics, Springer, vol. 28(3), pages 571-580, July.
  4. Baltagi, Badi H. & Egger, Peter & Pfaffermayr, Michael, 2003. "A generalized design for bilateral trade flow models," Economics Letters, Elsevier, vol. 80(3), pages 391-397, September.
  5. Egger, Peter, 2000. "A note on the proper econometric specification of the gravity equation," Economics Letters, Elsevier, vol. 66(1), pages 25-31, January.
  6. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
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Cited by:
  1. Békès, G. & Fontagné, L. & Murakozy, B. & Vicard, V., 2014. "Shipment frequency of exporters and demand uncertainty," Working papers 479, Banque de France.
  2. Daria Pus & László Mátyás & Cecilia Hornok, 2013. "Modelling Firm-Product Level Trade: A Multi-Dimensional Random Effects Panel Data Approach," CEU Working Papers 2013_2, Department of Economics, Central European University, revised 08 May 2013.

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