@inbook{e022c261542c498db22e5fcdc3fa061d,
title = "Fixed effects models",
abstract = "In recent years the massive emergence of multi-dimensional panels has led to an increasing demand for more sophisticated model formulations with respect to the well known two-dimensional ones to address properly the additional heterogeneity in the data. This chapter deals with the most relevant three-dimensional fixed effects model specifications and derives appropriate Least Squares Dummy Variables and Within estimators for them. The main results of the chapter are also generalized for unbalanced panels, cross-sectional dependence in the error terms, and higher dimensional data. Some thoughts on models with varying slope coefficients are also presented.",
author = "Laszlo Balazsi and Laszlo Matyas and Thomas Wansbeek",
year = "2024",
month = feb,
day = "2",
doi = "10.1007/978-3-031-49849-7_1",
language = "English",
isbn = "978-3-031-49848-0",
series = "Advanced Studies in Theoretical and Applied Econometrics",
publisher = "Springer",
pages = "1--37",
editor = "L. Balazsi",
booktitle = "The econometrics of multi-dimensional panels",
edition = "2",
}