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The estimation of three-dimensional fixed effects panel data models

Matyas, Laszlo and Balazsi, Laszlo (2011): The estimation of three-dimensional fixed effects panel data models.

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Abstract

The paper introduces for the most frequently used three-dimensional fixed effects panel data models the appropriate Within estimators. It analyzes the behaviour of these estimators in the case of no-self-flow data, unbalanced data and dynamic autoregressive models.

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