Search Results - subject:"clustered errors"

Unbiased estimation of the OLS covariance matrix when the errors are clustered

Boot, Tom; Niccodemi, Gianmaria; Wansbeek, Tom - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2511-2533

Persistent link: https://www.econbiz.de/10014328994

Asymmetric persistence and the market pricing of accruals and cash flows

Konstantinidi, Theodosia; Kraft, Arthur; Pope, Peter F. - In: Abacus : a journal of accounting, finance and business … 52 (2016) 1, pp. 140-165

Persistent link: https://www.econbiz.de/10011581789

Bootstrap-Based Improvements for Inference with Clustered Errors

Miller, Doug; Cameron, A. Colin; Gelbach, Jonah B. - Economics Department, University of California-Davis - 2006

Microeconometrics researchers have increasingly realized the essential need to account for any within-group dependence in estimating standard errors of regression parameter estimates. The typical preferred solution is to calculate cluster-robust or sandwich standard errors that permit quite...

Persistent link: https://www.econbiz.de/10008620355

Estimation of Country-Pair Data Models Controlling for Clustered Errors: with International Trade Applications

Cameron, A. Colin; Golotvina, Natalia - Economics Department, University of California-Davis - 2005

countries or models of exchange rate volatility, allowing for the presence of country-specific errors. This induces clustered … errors in a nonstandard setting. OLS standard errors that ignore this clustering are greatly underestimated. Under the …

Persistent link: https://www.econbiz.de/10008620379