How to cluster standard errors
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I have a cross-sectional dataset with M&A acquirers and study deal performance. If I want to cluster standard errors on a SIC (Standard Industrial Classification) level when I do OLS, how can do this?
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Sima Fallah
am 17 Mai 2020
Hello. Did you find a way for this? I have the same problem and I'm badly stuck! Please help if possible. Thank you.
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