Using the form of (Omega) given in (6.12) and the Wansbeek and Kapteyn (1982) trick verify (6.13).

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Using the form of $\Omega$ given in (6.12) and the Wansbeek and Kapteyn (1982) trick verify (6.13).

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Econometric Analysis Of Panel Data

ISBN: 9783030539528

6th Edition

Authors: Badi H Baltagi

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Question Posted: Mar 02, 2024 11:00 PM

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Using the form of (Omega) given in (6.12) and the Wansbeek and Kapteyn (1982) trick verify (6.13).

Question:

= E(uu) = Ep (IN JT) + Ex (JN IT) + v (IN IT) (6.12)

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Econometric Analysis Of Panel Data

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