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Mundlak estimators for three-dimensional panel data models

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  • Lu, Xun
  • Su, Liangjun

Abstract

In this paper, we demonstrate the numerical equivalence between the within estimator and the Mundlak estimator for widely used three-dimensional (3D) balanced panel data models. The Mundlak estimator is obtained from the OLS regression, including relevant sample averages as additional regressors. This suggests that the three estimation methods, namely, within, Mundlak, and least squares dummy variable (LSDV), produce numerically identical estimates for balanced 3D models.

Suggested Citation

  • Lu, Xun & Su, Liangjun, 2026. "Mundlak estimators for three-dimensional panel data models," Economics Letters, Elsevier, vol. 262(C).
    • Handle: RePEc:eee:ecolet:v:262:y:2026:i:c:s0165176526000364
    DOI: 10.1016/j.econlet.2026.112842
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    JEL classification:

    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation

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