2 way clustered standard errors
Posted: 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)?
http://forums.eviews.com/viewtopic.php? ... ered#p7870
http://forums.eviews.com/viewtopic.php? ... ered#p8990