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Economics & Financial SystemsResource

Panel Standard Errors and Clustering

Click here to access notes.

Click here to access notes.

The notes are based on lectures by Dr. Rachael Meager, LSE and based on studies from listed references:

1. Stock and Watson, Introduction to Econometrics

2. Wooldridge, Econometric Analysis of Cross-section and Panel Data

3. Raghvir Sabharwal LSE page - link here