@techreport{Guimaraes2009simple,
abstract = {In this paper we describe an alternative iterative approach for the estimation of linear regression models with high-dimensional fixed-effects such as large employer-employee data sets. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to non-linear models and potentially to more than two high dimensional fixed effects.},
address = {Bonn},
author = {Paulo Guimar\\textasciitilde{}{a}es and Pedro Portugal},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {C01; C81; 330; High dimensional fixed effects; linked employer-employee data; Regression; Sch\"{a}tztheorie; Statistische Erhebung; Arbeitsmarktstatistik; Theorie},
language = {eng},
note = {urn:nbn:de:101:1-2009020957},
number = {3935},
publisher = {IZA},
title = {A simple feasible alternative procedure to estimate models with high-dimensional fixed effects},
type = {IZA discussion papers},
url = {http://hdl.handle.net/10419/35698},
year = {2009}
}
