RT Article
T1 Clustering and Standard Error Bias in Fixed Effects Panel Data Regressions
JF Journal of quantitative criminology
VO 36
IS 2
SP 347
OP 369
A1 Moody, Carlisle Eaton
A1 Marvell, Thomas B.
A2 Marvell, Thomas B.
LA English
YR 2020
UL https://krimdok.uni-tuebingen.de/Record/1734042494
AB We address several issues concerning standard error bias in pooled time-series cross-section regressions. These include autocorrelation, problems with unit root tests, nonstationarity in levels regressions, and problems with clustered standard errors.
K1 Weighted regressions
K1 Difference-in-differences
K1 Small N
K1 Clustered standard errors
K1 Nonstationarity
K1 Auto correlation
K1 Panel data regression
DO 10.1007/s10940-018-9383-z