A simple feasible procedure to fit models with high-dimensional fixed effects

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dc.creatorGuimarães, Paulo
dc.creatorPortugal, Pedro
dc.date2017-04-01T13:56:29Z
dc.date.accessioned2026-07-09T07:45:24Z
dc.descriptionIn this article, we describe an iterative approach for the estimation of linear regression models with high-dimensional fixed effects. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to nonlinear models and to more than two high-dimensional fixed effects.
dc.identifierOther:st0212
dc.identifierdoi:10.22004/ag.econ.163398
dc.identifierhttps://ageconsearch.umn.edu/record/163398/files/sjart_st0212.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/163398
dc.identifier.urihttp://hdl.handle.net/123456789/591821
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/163398
dc.titleA simple feasible procedure to fit models with high-dimensional fixed effects
dc.typeText

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