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st: AW: re: panel re vs. fe model
From
"Thomas Erdmann" <[email protected]>
To
<[email protected]>
Subject
st: AW: re: panel re vs. fe model
Date
Thu, 18 Jan 2007 21:09:53 +0100
Mark, thanks again for the further clarification.
Kit, Jason, in saying that I address time- and firm effects I omitted
"biasing SEs".
A reference which I used to learn about this is:
Petersen, 2006. Estimating Standard Errors in Finance Panel Data Sets:
Comparing Approaches, Working paper.
http://www.kellogg.northwestern.edu/faculty/petersen/htm/working.htm
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