James MacKinnon

Hey #EconTwitter, @MortenEcon, @jgmQED and I are very excited that our paper "Testing for the appropriate level of clustering in linear regression models" has been accepted at @JEconometrics. DOI for the paper,   doi.org/10.1016/j.jeco… soon to be #openaccess. A quick 🧵

Hi #EconTwitter! 𝗖𝗹𝘂𝘀𝘁𝗲𝗿𝗲𝗱 standard errors are an important device in the applied economist's toolbox. However, how fine or coarse should clustering be? You can answer by using the tests proposed by @jgmQED, @MortenEcon & @mattdwebb here: ideas.repec.org/p/qed/wpaper/1…

Stoked to have a paper included on this list.

@mattdwebb @MortenEcon Morten, Matt, and I are very excited about this paper. We have learned a lot while writing it.

Hey #EconTwitter, do you use clustered standard errors? Do you worry about reliable inference? Our new guide explains when you should worry, when you shouldn't, and how to make better inferences. A joint 🧵 with @jgmQED and @MortenEcon. 1/