Abstract
This article 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.
| Original language | English |
|---|---|
| Pages (from-to) | 212-227 |
| Number of pages | 16 |
| Journal | Econometric Reviews |
| Volume | 37 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2018 |
Keywords
- Dynamic panel data model
- FDI
- fixed effects
- gravity models
- multidimensional panel data
- panel data
- trade models
- unbalanced panel
- TRADE
- SPECIFICATION
- DESIGN