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The Estimation of Multi-dimensional Fixed Effects Panel Data Models

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  • László Mátyás
  • László Balázsi

Abstract

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 generalised for higher dimensional panel data sets as well.

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Bibliographic Info

Paper provided by Department of Economics, Central European University in its series CEU Working Papers with number 2012_2.

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Date of creation: 23 Apr 2012
Date of revision: 18 Feb 2013
Handle: RePEc:ceu:econwp:2012_2

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  1. Laszlo Matyas, 1997. "Proper Econometric Specification of the Gravity Model," The World Economy, Wiley Blackwell, vol. 20(3), pages 363-368, 05.
  2. Richard Baldwin & Daria Taglioni, 2006. "Gravity for Dummies and Dummies for Gravity Equations," NBER Working Papers 12516, National Bureau of Economic Research, Inc.
  3. Cecília Hornok, 2012. "Gravity or Dummies? The Limits of Identification in Gravity Estimations," CEU Working Papers 2012_11, Department of Economics, Central European University, revised 20 May 2012.
  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. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
  6. 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.
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