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

^*Corresponding author for this work

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

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10.1080/07474938.2015.1032164

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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",

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AU - Wansbeek, Tom

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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.

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KW - fixed effects

KW - gravity models

KW - multidimensional panel data

KW - panel data

KW - trade models

KW - unbalanced panel

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The estimation of multidimensional fixed effects panel data models

Abstract (may include machine translation)

Keywords

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