The PANEL Procedure

Notation

The following notation represents the usual panel structure, with the specification of $\text{[math]}$ dependent on the particular model:

$\text{[math]}$

The total number of observations $\text{[math]}$ . For the balanced data case, $\text{[math]}$ for all $\text{[math]}$ . The $\text{[math]}$ covariance matrix of $\text{[math]}$ is denoted by $\text{[math]}$ . Let $\text{[math]}$ and $\text{[math]}$ be the independent and dependent variables arranged by cross section and by time within each cross section. Let $\text{[math]}$ be the $\text{[math]}$ matrix without the intercept. All other notation is specific to each section.

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