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