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- Mon Jun 28, 2010 7:18 am
- Forum: Estimation
- Topic: two dimensional standard errors in panel data
- Replies: 0
- Views: 1540
two dimensional standard errors in panel data
Hi, I am wondering how to do a panel regression with 55 firms and 200 time series observations that adjusts for correlation between firms and correlation over time within the same firm. I have been looking at Petersen's 'Estimating standard errors in finance panel data sets' 2008. He explains how to...