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Robust Inference with Multi-way Clustering

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NBER2006-09-01 更新2025-01-04 收录
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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

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2006-09-01
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