Simple formulas for standard errors that cluster by both firm and time
Year of publication: |
2011
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Authors: | Thompson, Samuel B. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 99.2011, 1, p. 1-10
|
Subject: | Clusteranalyse | Cluster analysis | Panel | Panel study | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory | Finanzmarkt | Financial market | Börsenkurs | Share price |
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