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Re: st: RE: Cluster standard errors by time and firm
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: RE: Cluster standard errors by time and firm
Date
Mon, 11 Jun 2012 16:35:15 +0200
On Mon, Jun 11, 2012 at 4:25 PM, sebas nicaise wrote:
> I have read in Petersen (2009) I should cluster my SEs by firm and quarter.
You obviously should also read Cox (2012).
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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