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The estimation of multidimensional fixed effects panel data models

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  • Laszlo Balazsi
  • Laszlo Matyas
  • Tom Wansbeek

Abstract

This article introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well.

Suggested Citation

  • Laszlo Balazsi & Laszlo Matyas & Tom Wansbeek, 2018. "The estimation of multidimensional fixed effects panel data models," Econometric Reviews, Taylor & Francis Journals, vol. 37(3), pages 212-227, March.
  • Handle: RePEc:taf:emetrv:v:37:y:2018:i:3:p:212-227
    DOI: 10.1080/07474938.2015.1032164
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    References listed on IDEAS

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    6. Nibene H. Somé & Rose Anne Devlin & Nirav Mehta & Greg Zaric & Lihua Li & Salimah Shariff & Bachir Belhadji & Amardeep Thind & Amit Garg & Sisira Sarma, 2019. "Production of physician services under fee‐for‐service and blended fee‐for‐service: Evidence from Ontario, Canada," Health Economics, John Wiley & Sons, Ltd., vol. 28(12), pages 1418-1434, December.
    7. Jordi Paniagua & María Santana-Gallego, 2020. "Tourism and migration: Identifying the channels with gravity models," Working Papers 2004, Department of Applied Economics II, Universidad de Valencia.
    8. Alderighi, Marco & Gaggero, Alberto A., 2017. "Fly and trade: Evidence from the Italian manufacturing industry," Economics of Transportation, Elsevier, vol. 9(C), pages 51-60.
    9. Ogasawara, Kota, 2018. "The long-run effects of pandemic influenza on the development of children from elite backgrounds: Evidence from industrializing Japan," Economics & Human Biology, Elsevier, vol. 31(C), pages 125-137.

    More about this item

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications

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