Fixed-b asymptotics for panel models with two-way clustering

DOI10.1016/J.JECONOM.2024.105831MaRDI QIDQ6664618zbMATH OpenFDO

Authors Kaicheng Chen, Timothy J. Vogelsang

Publication date 16 January 2025

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2024.105831

zbMATH Keywords

clusteringdependencefixed-\(b\)panel datastandard errors

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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Cited in

(1)

• Wild Bootstrap Inference with Multiway Clustering and Serially Correlated Time Effects

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