Three-dimensional panel data models with interactive effects: estimation and simulation

DOI10.1016/J.ECONLET.2014.01.017MaRDI QIDQ2453016zbMATH OpenOpenAlexFDO

Authors Xiaoqing Ye, Xiangjun Wu

Publication date 6 June 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2014.01.017

zbMATH Keywords

interactive effectsiterated GMMiterated OLSthree-dimensional panel data models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• A generalized design for bilateral trade flow models
• Estimating multi-way error components models with unbalanced data structures.
• Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
• Nested random effects estimation in unbalanced panel data
• Panel data models with interactive fixed effects
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• The unbalanced nested error component regression model

Cited in

(6)

• Panel models with interactive effects
• Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
• The estimation of multidimensional fixed effects panel data models
• Testing for serial correlation in three-dimensional panel data models
• Determination of different types of fixed effects in three-dimensional panels
• Nonparametric multidimensional fixed effects panel data models

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