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searching for Clustered standard errors 2 found (4 total)
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Fama–MacBeth regression
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by M. Petersen discussing the estimation of Fama–MacBeth and clustered standard errors in various statistical packages (Stata, SAS, R). Fama-MacBeth
Regression analysis
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of the data or follow specific patterns can be handled using clustered standard errors, geographic weighted regression, or Newey–West standard errors