Clustering and Standard Error Bias in Fixed Effects Panel Data Regressions

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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.

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Bibliographic Details
Authors: Moody, Carlisle Eaton (Author) ; Marvell, Thomas B. (Author)
Format: Electronic Article
Language:English
Published: 2020
In: Journal of quantitative criminology
Year: 2020, Volume: 36, Issue: 2, Pages: 347-369
Online Access: Volltext (Resolving-System)
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Keywords:
Weighted regressions
Difference-in-differences
Small N
Clustered standard errors
Nonstationarity
Auto correlation
Panel data regression
Description
Summary: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.
ISSN:1573-7799
DOI:10.1007/s10940-018-9383-z