Determination of different types of fixed effects in three-dimensional panels*

Lu, X; Miao, K; Su, LJ

Su, LJ (corresponding author), Tsinghua Univ, Sch Econ & Management, Beijing 100084, Peoples R China.

ECONOMETRIC REVIEWS, 2021; 40 (9): 867

Abstract

In this paper, we propose a jackknife method to determine the type of fixed effects in three-dimensional panel data models. We show that with probabil......

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