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Open AccessEconomicsBusinessComputer Science

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Mitchell A. Petersen

2005REVIEW OF FINANCIAL STUDIES

DOI: 10.2139/ssrn.661481

tlooto Summary

This paper will examine the different methodologies used in the literature and explain when the different methods yield the same (and correct) standard errors and when they diverge.

Abstract

Abstract is not available.

Citation format

PETERSEN, Mitchell A. Estimating standard errors in finance panel data sets: Comparing approaches. REVIEW OF FINANCIAL STUDIES, 2005, 22: 435–480.