多维固定效应面板数据模型的估计

The estimation of multidimensional fixed effects panel data models

Econometric Reviews · 2015
被引 59 · 同刊同年前 4%
人大 A-ABS 3

中文导读

为常用的三维固定效应面板数据模型引入了合适的组内估计量,分析了无自流数据、非平衡数据和动态自回归模型下的估计量行为,并将结果推广到更高维面板数据。

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.

多维固定效应面板数据模型组内估计量高维面板数据