Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/35698 
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dc.contributor.authorGuimarães, Pauloen
dc.contributor.authorPortugal, Pedroen
dc.date.accessioned2009-01-22-
dc.date.accessioned2010-07-07T11:55:28Z-
dc.date.available2010-07-07T11:55:28Z-
dc.date.issued2009-
dc.identifier.piurn:nbn:de:101:1-2009020957en
dc.identifier.urihttp://hdl.handle.net/10419/35698-
dc.description.abstractIn 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.en
dc.language.isoengen
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen
dc.relation.ispartofseries|aIZA Discussion Papers |x3935en
dc.subject.jelC01en
dc.subject.jelC81en
dc.subject.ddc330en
dc.subject.keywordHigh dimensional fixed effectsen
dc.subject.keywordlinked employer-employee dataen
dc.subject.stwRegressionen
dc.subject.stwSchätztheorieen
dc.subject.stwStatistische Erhebungen
dc.subject.stwArbeitsmarktstatistiken
dc.subject.stwTheorieen
dc.titleA simple feasible alternative procedure to estimate models with high-dimensional fixed effects-
dc.type|aWorking Paperen
dc.identifier.ppn589811835en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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