Matyas, Laszlo and Balazsi, Laszlo (2011): The estimation of three-dimensional fixed effects panel data models.
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Abstract
The paper introduces for the most frequently used three-dimensional fixed effects panel data models the appropriate Within estimators. It analyzes the behaviour of these estimators in the case of no-self-flow data, unbalanced data and dynamic autoregressive models.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | The estimation of three-dimensional fixed effects panel data models |
| Language: | English |
| Keywords: | panel data, unbalanced panel, dynamic panel data model, multidimensional panel data, fixed effects, trade models, gravity models, FDI |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General F - International Economics > F1 - Trade > F17 - Trade Forecasting and Simulation C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C23 - Panel Data Models ; Spatio-temporal Models F - International Economics > F4 - Macroeconomic Aspects of International Trade and Finance > F47 - Forecasting and Simulation: Models and Applications |
| Item ID: | 34976 |
| Depositing User: | Laszlo Matyas |
| Date Deposited: | 13 Dec 2011 21:11 |
| Last Modified: | 26 Sep 2019 09:09 |
| References: | Scott L. Baier and Jeffrey H. Bergstrand [2007]: Do Free Trade Agreements Actually Increase Members International Trade? Journal of International Economics, 71, 72-95. Pietro Balestra and Jayalakshmi Krishnakumar [2008]: Fixed Effects and Fixed Coefficients Models, in Matyas and Sevestre, The Econometrics of Panel Data, 2nd edition, Sringer Verlag, pp. 23-48. Badi H. Baltagi [1995]: Econometric Analysis of Panel Data, John Wiley & Sons. Badi H. Baltagi, Peter Egger and Michael Pfaffermayr [2003]: A generalized Design for Bilateral Trade Flow Models, Economic Letters, 80, pp. 391-397. Richard Baldwin and Daria Taglioni [2006]: Gravity for Dummies and Dummies for the Gravity Equations, NBER Working Paper 12516. Peter Davis [2002]: Estimating multi-way error components models with unbalanced data structures, Journal of Econometrics, 106, 67-95. Peter Egger and Michael Pfaffermayr [2003]: The Proper Econometric Specification of the Gravity Equation: 3-Way Model with Bilateral Interaction Effects, Empirical Economics, 28, 571-580. Cecilia Hornok [2011]: Gravity or Dummies? The Limits of Identification in Gravity Estimations, CeFig Working Papers, 15, September 2011. Laszlo Matyas [1997]: Proper Econometric Specification of the Gravity Model, The World Economy, 20, 363-369. Stephen Nickell [1981]: Biases in Dynamic Models with Fixed Effects, Econometrica, 49, 1417-1426. |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/34976 |
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