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2. Assume a panel model with individual random effects and fixed time ef- fects: Yit Uit = XB+At+Uit, fi +Vit. (a) Its BLUE estimator
2. Assume a panel model with individual random effects and fixed time ef- fects: Yit Uit = XB+At+Uit, fi +Vit. (a) Its BLUE estimator can be written in the form (C'N-C)-C'Ny. Give a short description of the matrices C and N, including all matrix dimensions; (b) Provide the inverse matrix -. inggrogato happiness
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Applied Linear Algebra
Authors: Peter J. Olver, Cheri Shakiban
1st edition
131473824, 978-0131473829
