Standard Errors for Fixed Effects Panel Data

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simon.lussi@me.com
Posts: 3
Joined: Tue Dec 01, 2009 4:46 pm

Standard Errors for Fixed Effects Panel Data

Postby simon.lussi@me.com » Tue Dec 01, 2009 4:53 pm

Hi there

I'm new to eViews and have an URGENT problem.
I have a large panel data set and I'm running two-way fixed effects regressions (period and cross-section).
What standard errors do I have to use? I need standard errors that account for the dependence of observations within clusters (different year-observations for one specific firm).

Thanks for helping!

Regards,
Simon
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simon.lussi@me.com
Posts: 3
Joined: Tue Dec 01, 2009 4:46 pm

Re: Standard Errors for Fixed Effects Panel Data

Postby simon.lussi@me.com » Tue Dec 01, 2009 4:53 pm

Do I have to take the White period SE?
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simon.lussi@me.com
Posts: 3
Joined: Tue Dec 01, 2009 4:46 pm

Re: Standard Errors for Fixed Effects Panel Data

Postby simon.lussi@me.com » Wed Dec 02, 2009 6:22 am

can anybody help?
I'm kind of lost :(
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