[Gretl-users] Once again: Questions about estiamtors in models for panel data

[Mariusz Doszyń]

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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