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2015•Econometric ReviewsOpen access

The estimation of multidimensional fixed effects panel data models

László Balázsi, László Mátyás, Tom J. Wansbeek

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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.

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What this paper is about

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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OpenAlex reports 60 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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.

Key concepts: Panel data, Estimator, Autoregressive model, Fixed effects model, Econometrics, Estimation, Computer science, Panel analysis

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