The estimation of multidimensional fixed effects panel data models
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。
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.