The Estimation of Multi-Dimensional Fixed Effects Panel Data Models

25 Pages Posted: 9 Apr 2015

See all articles by Laszlo Balazsi

Laszlo Balazsi

Central European University (CEU)

Laszlo Matyas

Central European University (CEU) - Department of Economics; Universite Paris XII Val de Marne

Tom Wansbeek

University of Groningen - Faculty of Economics and Business

Date Written: March 30, 2015

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.

Keywords: panel data, unbalanced panel, dynamic panel data model, multidimensional panel data, fixed effects, trade models, gravity models, FDI

JEL Classification: C100, C200, C400, F170, F470

Suggested Citation

Balazsi, Laszlo and Matyas, Laszlo and Wansbeek, Tom, The Estimation of Multi-Dimensional Fixed Effects Panel Data Models (March 30, 2015). CESifo Working Paper Series No. 5251, Available at SSRN: https://ssrn.com/abstract=2591831 or http://dx.doi.org/10.2139/ssrn.2591831

Laszlo Balazsi

Central European University (CEU) ( email )

Nador utca 9
Budapest, H-1051
Hungary

Laszlo Matyas (Contact Author)

Central European University (CEU) - Department of Economics ( email )

Nador u. 9.
Budapest H-1051
Hungary

Universite Paris XII Val de Marne

61 avenue du General de Gaulle
Creteil cedex, 94010
France

Tom Wansbeek

University of Groningen - Faculty of Economics and Business ( email )

Postbus 72
9700 AB Groningen
Netherlands

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