Panel Data Fixed Effects

Panel Data Fixed Effects is a statistical modeling approach within the class of fixed-effect models that controls for unobserved, time-invariant heterogeneity across entities by introducing entity-specific intercepts in panel data analyses.

642

Publications

39.1K

Citations

1.4K

Authors

782

Institutions

Publications per year

2017–2026

333

Authors

1.4K

  1. LS
    Liangjun Su

    Singapore Management University, Singapore

    8 publications · 391 citations

    8

    h-index

  2. IF
    Iván Fernández‐Val

    Boston University, United States

    5 publications · 199 citations

    5

    h-index

  3. JY
    Jihai Yu

    Peking University, China

    5 publications · 2.1K citations

    5

    h-index

  4. FP
    Francisco Perales

    The University of Queensland, Australia

    5 publications · 489 citations

    5

    h-index

  5. JH
    Jinyong Hahn

    University of California, Los Angeles, United States

    5 publications · 173 citations

    5

    h-index

1–5 of 1.4K

Venues

  1. Journal of Econometrics

    35 publications · 6K citations

    26

    h-index

  2. SSRN Electronic Journal

    Repository · 28 publications · 1K citations

    17

    h-index

  3. Sustainability

    17 publications · 1.1K citations

    16

    h-index

  4. Economics Letters

    13 publications · 565 citations

    11

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 15 publications · 701 citations

    11

    h-index

1–5