Mundlak estimators for three-dimensional panel data models

IF 1.8 4区经济学 Q2 ECONOMICS

Economics Letters Pub Date : 2026-03-01 Epub Date: 2026-02-18 DOI:10.1016/j.econlet.2026.112842

Xun Lu , Liangjun Su

引用次数: 0

Abstract

In this paper, we demonstrate the numerical equivalence between the within estimator and the Mundlak estimator for widely used three-dimensional (3D) balanced panel data models. The Mundlak estimator is obtained from the OLS regression, including relevant sample averages as additional regressors. This suggests that the three estimation methods, namely, within, Mundlak, and least squares dummy variable (LSDV), produce numerically identical estimates for balanced 3D models.

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三维面板数据模型的Mundlak估计量

在本文中，我们证明了广泛使用的三维（3D）平衡面板数据模型的内估计量和Mundlak估计量之间的数值等价性。蒙德拉克估计量由OLS回归得到，包括相关样本平均值作为附加回归量。这表明，三种估计方法，即内、蒙德拉克和最小二乘虚拟变量（LSDV），对平衡三维模型产生数值上相同的估计。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Economics Letters ECONOMICS-

CiteScore

3.20

自引率

5.00%

发文量

348

审稿时长

30 days

期刊介绍： Many economists today are concerned by the proliferation of journals and the concomitant labyrinth of research to be conquered in order to reach the specific information they require. To combat this tendency, Economics Letters has been conceived and designed outside the realm of the traditional economics journal. As a Letters Journal, it consists of concise communications (letters) that provide a means of rapid and efficient dissemination of new results, models and methods in all fields of economic research.