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

  • Badi H. Baltagi (a1)
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A concise derivation of the Wallace and Hussain fixed effects transformation.

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REFERENCES

Wallace, T.D. & A. Hussain (1969) The use of error components models in combining cross-section and time-series data. Econometrica 37, 5572.
Davidson, R. & J.G. MacKinnon (1993) Estimation and Inference in Econometrics. New York: Oxford University Press.
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Econometric Theory
  • ISSN: 0266-4666
  • EISSN: 1469-4360
  • URL: /core/journals/econometric-theory
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