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The Estimation of Multi-dimensional Fixed Effects Panel Data Models

Author

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  • Laszlo Balazsi
  • Laszlo Matyas
  • Tom J. Wansbeek

Abstract

The paper 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.

Suggested Citation

  • Laszlo Balazsi & Laszlo Matyas & Tom J. Wansbeek, 2015. "The Estimation of Multi-dimensional Fixed Effects Panel Data Models," CESifo Working Paper Series 5251, CESifo.
    • Handle: RePEc:ces:ceswps:_5251
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    References listed on IDEAS

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    More about this item

    Keywords

    panel data; unbalanced panel; dynamic panel data model; multidimensional panel data; fixed effects; trade models; gravity models; FDI;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
    • F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
    • F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications

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