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- Mon Jul 25, 2011 4:29 am
- Forum: Estimation
- Topic: Help on Fixed time effect and Industry effect!
- Replies: 5
- Views: 5050
Re: Help on Fixed time effect and Industry effect!
HI, I am also a beginner and have a similar problem. I have a company/year unbalanced panel and want to control for time and company effects. A recent article (Petersen, 2009) suggests clustering standard errors by time and company, but I have no clue how this could be done in eviews. Given that the...