The estimation of multidimensional fixed effects panel data models |
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| Authors: | Laszlo Balazsi Tom Wansbeek |
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| Affiliation: | 1. Department of Economics, Central European University, Budapest, Hungary;2. University of Groningen, Groningen, The Netherlands |
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| 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. |
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| Keywords: | Dynamic panel data model FDI fixed effects gravity models multidimensional panel data panel data trade models unbalanced panel |
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