2 way clustered standard errors

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szi2010
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Joined: Sun Apr 08, 2012 5:38 pm

2 way clustered standard errors

Postby szi2010 » Thu Apr 12, 2012 8:11 am

Hi I am new to eviews. Can someone suggest me how to do two way clustering in panel data (firm level and years level)?
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: 2 way clustered standard errors

Postby EViews Glenn » Thu Apr 12, 2012 1:24 pm

http://forums.eviews.com/viewtopic.php? ... ered#p7870
http://forums.eviews.com/viewtopic.php? ... ered#p8990
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