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st: Clustering in the case of time dummies.


From   natasha agarwal <agarwana2@googlemail.com>
To   statalist@hsphsun2.harvard.edu
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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