International Journal

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Authors

Mitchell A. Petersen

Journal

Review of Financial Studies

Year Published

2008

Publisher

Oxford University Press

Citations

10742 citations

Type

Article

Language

EN

Topics & Concepts

Econometrics (0.65) Intuition (0.63) Panel data (0.55) Economics (0.54) Standard error (0.48)

Abstract

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches - Full text available via OpenAlex

Author Details

Mitchell A. Petersen

ORCID

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