EconStor >
University of Oslo >
Department of Economics, University of Oslo >
Memorandum, Department of Economics, University of Oslo >

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10419/47280
  
Title:OLS with multiple high dimensional category dummies PDF Logo
Authors:Gaure, Simen
Issue Date:2010
Series/Report no.:Memorandum // Department of Economics, University of Oslo 2010,14
Abstract:We present some theoretical results which simplifies the estimation of linear models with multiple high-dimensional fixed effects. In particular, we show how to sweep out multiple fixed effects from the normal equations, in analogy with the common within-groups estimator.
Subjects:Method of Alternating Projections
Multiple Fixed Effects
OLS
JEL:C13
C33
C60
Document Type:Working Paper
Appears in Collections:Memorandum, Department of Economics, University of Oslo

Files in This Item:
File Description SizeFormat
637363027.pdf160.4 kBAdobe PDF
No. of Downloads: Counter Stats
Download bibliographical data as: BibTeX
Share on:http://hdl.handle.net/10419/47280

Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.