The estimation of three-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.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 34976.
Date of creation: 12 Dec 2011
Date of revision:
panel data; unbalanced panel; dynamic panel data model; multidimensional panel data; fixed effects; trade models; gravity models; FDI;
Find related papers by JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
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