I am an econometrician. I have been at Queen's University in Kingston, Ontario for many years. My two books with Russell Davidson are both now free to download.
Hey #EconTwitter, @MortenEcon, @jgmQED and I are very excited that our paper "Testing for the appropriate level of clustering in linear regression models" has been accepted at @JEconometrics. DOI for the paper, Β https://t.co/Rg7GIo78H2 soon to be #openaccess. A quick π§΅
Hi #EconTwitter!
ππΉππππ²πΏπ²π± standard errors are an important device in the applied economist's toolbox. However, how fine or coarse should clustering be?
You can answer by using the tests proposed by @jgmQED, @MortenEcon & @mattdwebb here:
https://t.co/hCzyeMpdEX
Hey #EconTwitter, do you use clustered standard errors? Do you worry about reliable inference? Our new guide explains when you should worry, when you shouldn't, and how to make better inferences. A joint π§΅ with @jgmQED and @MortenEcon. 1/