Hostname: page-component-cd9895bd7-mkpzs Total loading time: 0 Render date: 2024-12-29T01:16:42.857Z Has data issue: false hasContentIssue false
  • English
  • Français

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
Get access Rights & Permissions [Opens in a new window]

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

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

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.
Supplementary material: PDF

Download undefined(PDF)
PDF 50.6 KB