Panel data observe many units (stocks, funds, counterparties) over many periods. A fixed effects regression gives each unit (or period) its own intercept, which by the Frisch–Waugh–Lovell theorem is the same as demeaning every variable within the unit.
Quantitative Finance · Glosarium
Apa itu Panel data, fixed effects?
Dikenal juga sebagai: panel data · fixed effects