Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/47280 
Authors: 
Year of Publication: 
2010
Series/Report no.: 
Memorandum No. 2010,14
Publisher: 
University of Oslo, Department of Economics, Oslo
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

Files in This Item:
File
Size





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