Thank you very much! This helped me a lot.
Regards,
Julia
Search found 2 matches
- Fri Aug 14, 2009 5:22 am
- Forum: Econometric Discussions
- Topic: Clustered errors
- Replies: 27
- Views: 55862
- Thu Aug 13, 2009 4:47 am
- Forum: Econometric Discussions
- Topic: Clustered errors
- Replies: 27
- Views: 55862
Re: Clustered errors
Dear Glenn I have read the earlier posts, but I am still confused and I don't know whether to use White Priod or White Cross-Section SE & covariance. I do not do panel analysis, but - as you suggested in an earlier post - I have set up the data as a panel with the cluster variable [issuer] as th...