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.

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: panel data, unbalanced panel, dynamic panel data model, multidimensional panel data, fixed effects, trade models, gravity models, FDI
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General; F - International Economics > F1 - Trade > F17 - Trade Forecasting and Simulation; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C23 - Panel Data Models ; Spatio-temporal Models; F - International Economics > F4 - Macroeconomic Aspects of International Trade and Finance > F47 - Forecasting and Simulation: Models and Applications

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