@inbook{7db5e6f121864ddd8ec802de54fbccca,
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 and Within 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 = "L{\'a}szl{\'o} Bal{\'a}zsi and L{\'a}szl{\'o} M{\'a}ty{\'a}s and Tom Wansbeek",
note = "Publisher Copyright: {\textcopyright} Springer Nature Switzerland AG 2024.",
year = "2024",
month = jan,
day = "1",
doi = "10.1007/978-3-031-49849-7_1",
language = "English",
isbn = "978-3-031-49848-0",
series = "Advanced Studies in Theoretical and Applied Econometrics",
publisher = "Springer Science and Business Media Deutschland GmbH",
pages = "1--37",
editor = "Laszlo Matyas",
booktitle = "The Econometrics of Multi-dimensional Panels",
}