James MacKinnon

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.

[Matt Webb @mattdwebb]

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,   https://t.co/Rg7GIo78H2 soon to be #openaccess. A quick 🧵

[Giuseppe Cavaliere @CavaliereGiu]

Hi #EconTwitter!

𝗖𝗹𝘂𝘀𝘁𝗲𝗿𝗲𝗱 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

[Matt Webb @mattdwebb]

Stoked to have a paper included on this list.

[James MacKinnon @jgmQED]

@mattdwebb @MortenEcon Morten, Matt, and I are very excited about this paper. We have learned a lot while writing it.

[Matt Webb @mattdwebb]

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 🧵 with @jgmQED and @MortenEcon. 1/