Simen Gaure: The Ragnar Frisch Centre for Economic Research, Oslo, Norway
Abstract: When doing two-way fixed effects OLS estimations, both the variances and covariance of the fixed effects are biased. A formula for a bias correction is known, but in large datasets it involves inverses of impractically large matrices. We detail how to compute the bias correction in this case.
11 pages, August 30, 2014
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