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The Estimation of Multi-dimensional Fixed Effects Panel Data Models

Author

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  • László Balázsi
  • László Mátyás
  • Tom Wansbeek

Abstract

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 generalized for higher dimensional panel data sets as well.

Suggested Citation

  • László Balázsi & László Mátyás & Tom Wansbeek, 2014. "The Estimation of Multi-dimensional Fixed Effects Panel Data Models," CEU Working Papers 2014_1, Department of Economics, Central European University, revised 10 Feb 2014.
    • Handle: RePEc:ceu:econwp:2014_1
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    References listed on IDEAS

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    1. Mark Harris & Laszlo Matyas & Patrick Sevestre, 2008. "Dynamic Models for Short Panels," Post-Print halshs-00279980, HAL.
    2. Laszlo Matyas, 1997. "Proper Econometric Specification of the Gravity Model," The World Economy, Wiley Blackwell, vol. 20(3), pages 363-368, May.
    3. Richard Baldwin & Daria Taglioni, 2006. "Gravity for Dummies and Dummies for Gravity Equations," NBER Working Papers 12516, National Bureau of Economic Research, Inc.
    4. 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.
    5. 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.
    6. 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.
    7. 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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    Cited by:

    1. Giancarlo Corsetti & Meredith Crowley & Lu Han & Huasheng Song, 2018. "Markets and Markups: A New Empirical Framework and Evidence on Exporters from China," Discussion Papers 1803, Centre for Macroeconomics (CFM).
    2. Manfred M. Fischer & James P. LeSage, 2020. "Network dependence in multi-indexed data on international trade flows," Journal in Spatial Econometrics, Springer, vol. 1(1), pages 1-26, December.
    3. Nibene H. Somé & Rose Anne Devlin & Nirav Mehta & Gregory S. Zaric & Sisira Sarma, 2020. "Stirring the pot: Switching from blended fee‐for‐service to blended capitation models of physician remuneration," Health Economics, John Wiley & Sons, Ltd., vol. 29(11), pages 1435-1455, November.
    4. 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.
    5. 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.
    6. Zuazu, Izaskun, 2019. "The growth effect of democracy and technology: An industry disaggregated approach," European Journal of Political Economy, Elsevier, vol. 56(C), pages 115-131.
    7. 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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