Simple formulas for standard errors that cluster by both firm and time

Journal of Financial Economics

Volumn 99, Issue 1, 2011, Pages 1-10

  Thompson, Samuel B ^a  

^a Arrowstreet Capital LP   (United States)

Author keywords

Cluster standard errors; Finance panel data; Panel data

Indexed keywords

EID: 78149500334     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.08.016     Document Type: Article

References (18)

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