Two-way cluster-robust standard errors : a methodological note on what has been done and what has not been done in accounting and finance research
Lan Sun, Yueh-Hsia Huang, Tyng-Bin Ger
| Year of publication: |
June 2018
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|---|---|
| Authors: | Sun, Lan ; Huang, Yueh-Hsia ; Ger, Tyng-Bin |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 8.2018, 9, p. 1639-1655
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| Subject: | Panel Data | Two-Way Cluster-Robust Standard Errors | Cross-Sectional Correlation | Serial Correlation | SAS | Forschung | Research | Rechnungswesen | Accounting | Autokorrelation | Autocorrelation | Korrelation | Correlation | Streuungsmaß | Measure of dispersion |