Fixed Effects Vector Decomposition : A Magical Solution to the Problem of Time Invariant Variables in Fixed Effects Models ?

@inproceedings{Greene2010FixedEV,
  title={Fixed Effects Vector Decomposition : A Magical Solution to the Problem of Time Invariant Variables in Fixed Effects Models ?},
  author={William H. Greene},
  year={2010}
}
In “Efficient Estimation of Time Invariant and Rarely Changing Variables in Finite Sample Panel Analyses with Unit Fixed Effects,” Plümper and Troeger (2007), propose a three step procedure for the estimation of fixed effects models that, it is claimed, “provides the most reliable estimates under a wide variety of specifications common to real world data.” Their FEVD estimator is startlingly simple, involving three trivial steps each requiring nothing more than ordinary least squares. Large… CONTINUE READING
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