The estimation of multidimensional fixed effects panel data models

Laszlo Balazsi; Laszlo Matyas; Tom Wansbeek

doi:10.1080/07474938.2015.1032164

The estimation of multidimensional fixed effects panel data models

Laszlo Balazsi, Laszlo Matyas, Tom Wansbeek

Research output: Contribution to journal › Article › peer-review

Abstract (may include machine translation)

This article introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well.

Original language	English
Pages (from-to)	212-227
Number of pages	16
Journal	Econometric Reviews
Volume	37
Issue number	3
DOIs	https://doi.org/10.1080/07474938.2015.1032164
State	Published - 16 Mar 2018

Keywords

Dynamic panel data model
FDI
fixed effects
gravity models
multidimensional panel data
panel data
trade models
unbalanced panel

Access to Document

10.1080/07474938.2015.1032164

Cite this

@article{f76ceb6931e04375b65d91fbb502dfd1,

title = "The estimation of multidimensional fixed effects panel data models",

abstract = "This article introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well.",

keywords = "Dynamic panel data model, FDI, fixed effects, gravity models, multidimensional panel data, panel data, trade models, unbalanced panel",

author = "Laszlo Balazsi and Laszlo Matyas and Tom Wansbeek",

note = "Publisher Copyright: {\textcopyright} 2015 Taylor & Francis Group, LLC.",

year = "2018",

month = mar,

day = "16",

doi = "10.1080/07474938.2015.1032164",

language = "English",

volume = "37",

pages = "212--227",

journal = "Econometric Reviews",

issn = "0747-4938",

number = "3",

}

TY - JOUR

T1 - The estimation of multidimensional fixed effects panel data models

AU - Balazsi, Laszlo

AU - Matyas, Laszlo

AU - Wansbeek, Tom

PY - 2018/3/16

Y1 - 2018/3/16

N2 - This article introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well.

AB - This article introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well.

KW - Dynamic panel data model

KW - FDI

KW - fixed effects

KW - gravity models

KW - multidimensional panel data

KW - panel data

KW - trade models

KW - unbalanced panel

UR - http://www.scopus.com/inward/record.url?scp=84949196401&partnerID=8YFLogxK

U2 - 10.1080/07474938.2015.1032164

DO - 10.1080/07474938.2015.1032164

M3 - Article

AN - SCOPUS:84949196401

SN - 0747-4938

VL - 37

SP - 212

EP - 227

JO - Econometric Reviews

JF - Econometric Reviews

IS - 3

ER -

The estimation of multidimensional fixed effects panel data models

Abstract (may include machine translation)

Keywords

Access to Document

Other files and links

Fingerprint

Cite this