Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/35698
Authors: 
Guimarães, Paulo
Portugal, Pedro
Year of Publication: 
2009
Series/Report no.: 
IZA discussion papers 3935
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.
Subjects: 
High dimensional fixed effects
linked employer-employee data
JEL: 
C01
C81
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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