Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
收藏NBER2005-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w11280
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资源简介：
In both corporate finance and asset pricing empirical work, researchers are often confronted with panel data. In these data sets, the residuals may be correlated across firms and across time, and OLS standard errors can be biased. Historically, the two literatures have used different solutions to
提供机构：
美国国家经济研究局
创建时间：
2005-04-01
