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).