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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… Click to show full abstract
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:
panel data;
data models;
effects panel;
estimation multidimensional;
panel;
fixed effects
Journal Title: Econometric Reviews
Year Published: 2018
Link to full text (if available)
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Journal Title: Econometric Reviews
Year Published: 2018
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!