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Techniques for analyzing the relationship between one (or more) "dependent" variables and "independent" variables.
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Control variable on same level as fixed effect
Is it problematic to include the control and a month fixed effect in a regression, since they change simultaneously? Under what circumstances should one choose one or the other? …
2
votes
1
answer
75
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What does it mean when newey-west standard errors are much larger than other types of standa...
I am doing a regression using time series data and when I use newey-west standard errors they are 3-4 times as large as other types of standard errors (heteroskedasticity-robust and different clustering …