Suppose I add a time-fixed effect to a panel data regression that I want to estimate using OLS. My question is conceptually when should I also cluster by time (in addition to adding fixed effects)?
Related Posts with A conceptual question about when should I add fixed effect and cluster the fixed effect?
Subscribe to:
Post Comments (Atom)
0 Response to A conceptual question about when should I add fixed effect and cluster the fixed effect?
Post a Comment