articleJournal of Financial EconomicsSep 3, 2010Closed access

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

SBSamuel B. Thompson
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Topics & keywords

Topics
Keywords
  • Estimator
  • Heteroscedasticity
  • Ordinary least squares
  • Covariance matrix
  • Standard error
  • Econometrics
  • Covariance
  • Simple (philosophy)
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