The Estimation of Multi-dimensional Fixed Effects Panel Data Models
AbstractThe 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 InfoPaper provided by Department of Economics, Central European University in its series CEU Working Papers with number 2012_2.
Date of creation: 23 Apr 2012
Date of revision: 18 Feb 2013
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