@TechReport{iza:izadps:dp3935,
            	author={Guimaraes, Paulo and Portugal, Pedro},
            	title={A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects},
            	year={2009},
	month={Jan},
            	institution={Institute of Labor Economics (IZA)},
            	address={Bonn},
            	type={IZA Discussion Paper},
            	number={3935},
            	url={https://www.iza.org/publications/dp3935},
	abstract={In this paper we describe an alternative iterative approach for the estimation of linear regression models with high-dimensional fixed-effects such as large employer-employee data sets. This approach is computationally intensive but imposes minimum memory requirements. We also show that the approach can be extended to non-linear models and potentially to more than two high dimensional fixed effects.},
	keywords={high dimensional fixed effects;linked employer-employee data},
            }