Fixed effects models

Laszlo Balazsi, Laszlo Matyas, Thomas Wansbeek

OnderzoeksoutputAcademicpeer review

3 Citaten (Scopus)
15 Downloads (Pure)

Samenvatting

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.
Originele taal-2English
TitelThe econometrics of multi-dimensional panels
RedacteurenL. Balazsi
UitgeverijSpringer
Hoofdstuk1
Pagina's1-37
Aantal pagina's37
Uitgave2
ISBN van elektronische versie978-3-031-49849-7
ISBN van geprinte versie978-3-031-49848-0
DOI's
StatusPublished - 2-feb.-2024

Publicatie series

NaamAdvanced Studies in Theoretical and Applied Econometrics
UitgeverijSpringer
Volume54

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