The estimation of multidimensional fixed effects panel data models

Laszlo Balazsi, Laszlo Matyas*, Tom Wansbeek

*Bijbehorende auteur voor dit werk

Onderzoeksoutput: ArticleAcademicpeer review

25 Citaten (Scopus)
40 Downloads (Pure)


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.

Originele taal-2English
Pagina's (van-tot)212-227
Aantal pagina's16
TijdschriftEconometric Reviews
Nummer van het tijdschrift3
StatusPublished - 2018

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