%0 Report %A Guimaraes, Paulo %A Portugal, Pedro %T A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects %D 2009 %8 2009 Jan %I Institute of Labor Economics (IZA) %C Bonn %7 IZA Discussion Paper %N 3935 %U https://www.iza.org/publications/dp3935 %X 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. %K high dimensional fixed effects %K linked employer-employee data