The estimation of multidimensional fixed effects panel data models

DOI10.1080/07474938.2015.1032164MaRDI QIDQ5034247zbMATH OpenOpenAlexFDO

Authors László Balázsi, László Mátyás, Tom Wansbeek

Publication date 24 February 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://research.rug.nl/en/publications/d5b677a5-3e11-48cc-a3c9-3e06689bbb9a

zbMATH Keywords

dynamic panel data modelFDIfixed effectsgravity modelsmultidimensional panel datapanel datatrade modelsunbalanced panel

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• A generalized design for bilateral trade flow models
• Biases in Dynamic Models with Fixed Effects
• Econometric specification of stochastic discount factor models
• Estimation of the error-components model with incomplete panels
• scientific article; zbMATH DE number 3141625 (Why is no real title available?)
• Singular value decomposition of design matrices in ANOVA with balanced data
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Cited in

(15)

• The econometrics of multi-dimensional panels. Theory and applications
• Factor dimension determination for panel interactive effects models: an orthogonal projection approach
• The role of conditional likelihoods in latent variable modeling
• A correlated random effects approach to the estimation of models with multiple fixed effects
• Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
• An econometric approach to the estimation of multi-level models
• Efficient estimation of multi-level models with strictly exogenous explanatory variables
• Three-dimensional panel data models with interactive effects: estimation and simulation
• PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
• Determination of different types of fixed effects in three-dimensional panels
• Fixed T dynamic panel data estimators with multifactor errors
• Nonparametric multidimensional fixed effects panel data models
• Bayesian Dynamic Tensor Regression
• A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
• A survey on current models of panel econometrics and their causal interpretation

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