TY  - RPRT
        AU  - Guimaraes, Paulo
AU  - Portugal, Pedro
        TI  - A Simple Feasible Alternative Procedure to Estimate Models with High-Dimensional Fixed Effects
        PY  - 2009/Jan/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 3935
        UR  - https://www.iza.org/publications/dp3935
        AB  - 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.
        KW  - high dimensional fixed effects
KW  - linked employer-employee data
        ER  -