82 citations · 88 across the 2 of their papers we have counts for
2 papers
econ.EM2022★ 6 cited
Standard errors for two-way clustering with serially correlated time effects
Harold D Chiang, Bruce E Hansen, Yuya Sasaki
We propose improved standard errors and an asymptotic distribution theory for two-way clustered panels. Our proposed estimator and theory allow for arbitrary serial dependence in t…
econ.EM2019★ 82 cited
Asymptotic Theory for Clustered Samples
Bruce E. Hansen, Seojeong Lee
We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, cen…