Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Statistics & Probability Letters 79 (2009) 10, pp. 1358-1362
Chamberlain [Chamberlain, G., 1982. Multivariate regression models for panel data. Journal of Econometrics 18, 5-46] showed that the fixed effects (FE) specification imposes testable restrictions on the coefficients from regressions of all leads and lags of dependent variables on all leads and...