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Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

2008; Oxford University Press; Volume: 22; Issue: 1 Linguagem: Inglês

10.1093/rfs/hhn053

1465-7368

Mitchell A. Petersen,

Financial Markets and Investment Strategies

Journal Article Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches Get access Mitchell A. Petersen Mitchell A. Petersen Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 22, Issue 1, January 2009, Pages 435–480, https://doi.org/10.1093/rfs/hhn053 Published: 03 June 2008