CEU Electronic Theses and Dissertations, 2013
| Author | Balázsi, László |
|---|---|
| Title | The Estimation of Multi-dimensional Fixed Effects Panel Data Models |
| Summary | The aim of this thesis is to contribute to panel data econometrics by dealing with the most frequently used three- and four-dimensional fixed effects panel data model specifications. Within estimators are presented together with the optimal Within transformations. Also, certain data problems are taken into account, namely no self-flow and unbalanced data. Possible Within transformations are proposed here as well, to threat such data problems. Dynamic autoregressive models are also dealt with. Finally, some modifications are made in the covariance structure of the disturbances, and its implications are being investigated. |
| Supervisor | Mátyás, László |
| Department | Economics MA |
| Full text | https://www.etd.ceu.edu/2013/balazsi_laszlo.pdf |
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