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Article contents
03.5.1. A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation—Solution
Published online by Cambridge University Press: 01 October 2004
Extract
A concise derivation of the Wallace and Hussain fixed effects transformation.
- Type
- PROBLEMS AND SOLUTIONS
- Information
- Copyright
- © 2004 Cambridge University Press
Footnotes
An excellent solution
has been independently proposed by Francisco J. Goerlich, University of
Valencia.
References
REFERENCE
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