Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/47280
Authors: 
Gaure, Simen
Year of Publication: 
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

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