@article{Guimarães:163398,
      recid = {163398},
      author = {Guimarães, Paulo and Portugal, Pedro},
      title = {A simple feasible procedure to fit models with  high-dimensional fixed effects},
      journal = {Stata Journal},
      address = {2010},
      number = {199-2016-2710},
      pages = {22},
      year = {2010},
      abstract = {In this article, we describe an iterative approach for the  estimation of linear regression models with  high-dimensional fixed effects. This approach is  computationally intensive but imposes minimum memory  requirements. We also show that the approach can be  extended to nonlinear models and to more than two  high-dimensional fixed effects.},
      url = {http://ageconsearch.umn.edu/record/163398},
      doi = {https://doi.org/10.22004/ag.econ.163398},
}