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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Bibliographische Detailangaben
VerfasserInnen: Moody, Carlisle Eaton (VerfasserIn) ; Marvell, Thomas B. (VerfasserIn)
Medienart: Elektronisch Aufsatz
Sprache:Englisch
Veröffentlicht: 2020
In: Journal of quantitative criminology
Jahr: 2020, Band: 36, Heft: 2, Seiten: 347-369
Online-Zugang: Volltext (Resolving-System)
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Schlagwörter:
Weighted regressions
Difference-in-differences
Small N
Clustered standard errors
Nonstationarity
Auto correlation
Panel data regression
Beschreibung
Zusammenfassung: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