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Re: st: RE: Cluster standard errors by time and firm


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
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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