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03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation

Published online by Cambridge University Press:  01 October 2003

Badi H. Baltagi
Badi H. Baltagi
Affiliation:
Texas A&M University
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Extract

A concise derivation of the Wallace and Hussain fixed effects transformation.

Type
PROBLEMS AND SOLUTIONS
Information
Econometric Theory , Volume 19 , Issue 5 , October 2003 , pp. 879
Copyright
© 2003 Cambridge University Press

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References

REFERENCES

Wallace, T.D. & A. Hussain (1969) The use of error components models in combining cross-section and time-series data. Econometrica 37, 55–72.Google Scholar
Davidson, R. & J.G. MacKinnon (1993) Estimation and Inference in Econometrics. New York: Oxford University Press.
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