Add reference for VCOV after residualizing fixed-effects

lrberge / fixest

Fixed-effects estimations

https://lrberge.github.io/fixest/

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Add reference for VCOV after residualizing fixed-effects #482

Closed kylebutts closed 3 months ago

kylebutts commented 3 months ago

Came across this paper that proves the vcov procedure after residualizing fixed effects and thought it would be nice to add to references: https://arxiv.org/pdf/2009.06621.pdf

lrberge commented 3 months ago

Nice, thanks!