The Estimation of Multi-dimensional Fixed Effects Panel Data Models
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.
|Date of creation:||23 Apr 2012|
|Date of revision:||18 Feb 2013|
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- 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.
- Cecília Hornok, 2011. "Gravity or Dummies? The Limits of Identification in Gravity Estimations," CeFiG Working Papers 15, Center for Firms in the Global Economy, revised 26 Sep 2011.
- Richard Baldwin & Daria Taglioni, 2006.
"Gravity for Dummies and Dummies for Gravity Equations,"
NBER Working Papers
12516, National Bureau of Economic Research, Inc.
- Baldwin, Richard & Taglioni, Daria, 2006. "Gravity for Dummies and Dummies for Gravity Equations," CEPR Discussion Papers 5850, C.E.P.R. Discussion Papers.
- 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.
- Laszlo Matyas, 1997. "Proper Econometric Specification of the Gravity Model," The World Economy, Wiley Blackwell, vol. 20(3), pages 363-368, 05.
- 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.
- Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
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