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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Detalles Bibliográficos
Autores principales: Moody, Carlisle Eaton (Autor) ; Marvell, Thomas B. (Autor)
Tipo de documento: Electrónico Artículo
Lenguaje:Inglés
Publicado: 2020
En: Journal of quantitative criminology
Año: 2020, Volumen: 36, Número: 2, Páginas: 347-369
Acceso en línea: Volltext (Resolving-System)
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Palabras clave:
Weighted regressions
Difference-in-differences
Small N
Clustered standard errors
Nonstationarity
Auto correlation
Panel data regression
Descripción
Sumario: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