@inbook{b381613adeb141f5b9a6261dbc96033f,
title = "Fixed effects models",
abstract = "In recent years the massive emergence of multi-dimensional panels has led to an increasing demand for more sophisticated model formulations with respect to the well known two-dimensional ones to address properly the additional heterogeneity in the data. This chapter deals with the most relevant three-dimensional fixed effects model specifications and derives appropriate Least Squares Dummy Variables andWithin estimators for them. The main results of the chapter are also generalized for unbalanced panels, cross-sectional dependence in the error terms, and higher dimensional data. Some thoughts on models with varying slope coefficients are also presented.",
author = "Laszlo Balazsi and Laszlo Matyas and Tom Wansbeek",
note = "Publisher Copyright: {\textcopyright} Springer International Publishing AG 2017.",
year = "2017",
doi = "10.1007/978-3-319-60783-2_1",
language = "English",
series = "Advanced Studies in Theoretical and Applied Econometrics",
publisher = "Springer",
pages = "1--34",
booktitle = "Advanced Studies in Theoretical and Applied Econometrics",
}