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st: Clustering in the case of time dummies.
From
natasha agarwal <[email protected]>
To
[email protected]
Subject
st: Clustering in the case of time dummies.
Date
Tue, 29 Jun 2010 07:27:42 +0100
Dear Everyone,
Using an unbalanced panel data, I am estimating an augmented
production function and there are time dummies included in the
specification.
I wanted to know if one needs to cluster at the time level in spite of
the time dummies being included in the specification.
Can anyone please help me with the same?
Many thanks
Natasha
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