How to cluster SE

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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stefanp
Posts: 63
Joined: Wed Sep 30, 2015 12:24 am

How to cluster SE

Postby stefanp » Tue Jan 08, 2019 7:32 am

I use a panel data set in which the cross sections are state-industry pairs. How can I cluster SE on the state level?

stefanp
Posts: 63
Joined: Wed Sep 30, 2015 12:24 am

Re: How to cluster SE

Postby stefanp » Wed Jan 09, 2019 8:02 am

Any thoughts?


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