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FixedEffects / Vcov.jl

Variance Covariance Matrices for developers
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CCV and TSCB standard errors #17

Open nilshg opened 1 year ago

nilshg commented 1 year ago

These are the new types of standard errors introduced by Abadie et al. in https://economics.mit.edu/sites/default/files/2022-09/When%20Should%20You%20Adjust%20Standard%20Errors%20for%20Clustering.pdf

nilshg commented 1 year ago

Code from the published paper is here: https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/27VMOT