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dc.contributor.authorGuimarães, Pauloen_US
dc.contributor.authorPortugal, Pedroen_US
dc.date.accessioned2009-01-22en_US
dc.date.accessioned2010-07-07T11:55:28Z-
dc.date.available2010-07-07T11:55:28Z-
dc.date.issued2009en_US
dc.identifier.piurn:nbn:de:101:1-2009020957en_US
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_US
dc.language.isoengen_US
dc.publisherIZA Bonnen_US
dc.relation.ispartofseriesIZA discussion papers 3935en_US
dc.subject.jelC01en_US
dc.subject.jelC81en_US
dc.subject.ddc330en_US
dc.subject.keywordHigh dimensional fixed effectsen_US
dc.subject.keywordlinked employer-employee dataen_US
dc.subject.stwRegressionen_US
dc.subject.stwSchätztheorieen_US
dc.subject.stwStatistische Erhebungen_US
dc.subject.stwArbeitsmarktstatistiken_US
dc.subject.stwTheorieen_US
dc.titleA simple feasible alternative procedure to estimate models with high-dimensional fixed effectsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn589811835en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)

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