Simple formulas for standard errors that cluster by both firm and time

Journal of Financial Economics - Tập 99 Số 1 - Trang 1-10 - 2011
Samuel B. Thompson1
1Arrowstreet Capital L.P., The John Hancock Tower, 200 Clarendon Street 30th Floor, Boston, MA 02116, USA

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Tài liệu tham khảo

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