Robust Inference with Multi-way Clustering
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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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美国国家经济研究局创建时间:
2006-09-01



