The Estimation of Multi-dimensional Fixed Effects Panel Data Models

Balazsi, Laszlo; Matyas, Laszlo; Wansbeek, Tom J.

Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/108806

Title:

The Estimation of Multi-dimensional Fixed Effects Panel Data Models

Authors:

Balazsi, Laszlo
Matyas, Laszlo
Wansbeek, Tom J.

Year of Publication:

2015

Series/Report no.:

CESifo Working Paper No. 5251

Publisher:

Center for Economic Studies and ifo Institute (CESifo), Munich

Abstract:

The paper 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.

Subjects:

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

JEL:

C10
C20
C40
F17
F47

Document Type:

Working Paper

Appears in Collections:

CESifo Working Papers, CESifo GmbH

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