1. This chapter draws upon the material in Kelejian and Oates (1989) and Wallace and Silver (1988). Several econometrics books have an excellent discussion on dummy variables, see Gujarati (1978), Judge et al. (1985), Kennedy (1992), Johnston (1984) and Maddala (2001), to mention a few. Other readings referenced in this chapter include:
2. Baltagi, B.H. (1987a), “To Pool or Not to Pool: The Quality Bank Case,” The American Statistician, 41: 150–152.
3. Baltagi, B.H. (1987b), “Simple versus Multiple Regression Coefficients,” Econometric Theory, Problem 87.1.1, 3: 159.
4. Chow, G.C. (1960), “Tests of Equality Between Sets of Coefficients in Two Linear Regressions,” Econometrica, 28: 591–605.
5. Cornwell, C. and P. Rupert (1988), “Efficient Estimation with Panel Data: An Empirical Comparison of Instrumental Variables Estimators,” Journal of Applied Econometrics, 3: 149–155.