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econ.EM2025
Analytic inference with two-way clustering
Laurent Davezies, Xavier D'Haultfœuille, Yannick Guyonvarch
This paper studies analytic inference along two dimensions of clustering. In such setups, the commonly used approach has two drawbacks. First, the corresponding variance estimator…
econ.EM2018
Asymptotic results under multiway clustering
Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch
If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We…