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The estimation of three-dimensional fixed effects panel data models

Author

Listed:
  • Matyas, Laszlo
  • Balazsi, Laszlo

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.

Suggested Citation

  • Matyas, Laszlo & Balazsi, Laszlo, 2011. "The estimation of three-dimensional fixed effects panel data models," MPRA Paper 34976, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:34976
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    File URL: https://mpra.ub.uni-muenchen.de/34976/1/MPRA_paper_34976.pdf
    File Function: original version
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    References listed on IDEAS

    as
    1. Laszlo Matyas, 1997. "Proper Econometric Specification of the Gravity Model," The World Economy, Wiley Blackwell, vol. 20(3), pages 363-368, May.
    2. Richard Baldwin & Daria Taglioni, 2006. "Gravity for Dummies and Dummies for Gravity Equations," NBER Working Papers 12516, National Bureau of Economic Research, Inc.
    3. 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.
    4. 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.
    5. 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.
    6. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Beblavý, Miroslav & Thum, Anna-Elisabeth & Potjagailo, Galina, 2013. "When do adults learn? A cohort analysis of adult education in Europe," CEPS Papers 8059, Centre for European Policy Studies.

    More about this item

    Keywords

    panel data; unbalanced panel; dynamic panel data model; multidimensional panel data; fixed effects; trade models; gravity models; FDI;

    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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