Standard Errors for Fixed Effects Panel Data
Posted: 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
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