The estimation of multidimensional fixed effects panel data models

被引：31

作者：

Balazsi, Laszlo ^{[1
]}

Matyas, Laszlo ^{[1
]}

Wansbeek, Tom ^{[2
]}

机构：

[1] Cent European Univ, Dept Econ, Nador 9, H-1051 Budapest, Hungary

[2] Univ Groningen, Groningen, Netherlands

来源：

ECONOMETRIC REVIEWS | 2018年 / 37卷 / 03期

基金：

澳大利亚研究理事会;

关键词：

Dynamic panel data model; FDI; fixed effects; gravity models; multidimensional panel data; panel data; trade models; unbalanced panel; TRADE; SPECIFICATION; DESIGN;

D O I：

10.1080/07474938.2015.1032164

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：212 / 227

页数：16

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