Robust Inference with Multi-way Clustering
收藏NBER2006-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0327
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资源简介：
In this paper we propose a new variance estimator for OLS as well as for nonlinear estimators such as logit, probit and GMM, that provcides cluster-robust inference when there is two-way or multi-way clustering that is non-nested. The variance estimator extends the standard cluster-robust variance
提供机构：
美国国家经济研究局
创建时间：
2006-09-01
