I meant estimators of standard errors of parameters in mentioned models, I'm sorry for
mistake....
Mariusz Doszyń
Poland
Dear Gretl users!
I've got a question in context of (fixed effects) panel data models in case were
there is a common constant, cross and time-specific effects (see Green, Econometric
Analysis, 2003, page 291): yit=x[it]'*beta+m+alpha[i]+gamma[t]+e[it]. m is a common
constant, alpha[i] - group specific intercept, gamma[t] - time effects (0-1 dummy
variables), x[it] contains independent variables. Unfortunately I can't find formulas
for estimators of parameters of that kind of models. I'd be very grateful for help
(which I need very much because of deadlines).
Thank you very much (in advance)....
Mariusz Doszyń
Poland
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