I am an econometrician. I have been at Queen's University in Kingston, Ontario for many years. My two books with Russell Davidson are both now free to download.
Joined May 2022
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James MacKinnon retweeted
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, Ā doi.org/10.1016/j.jeconom.20ā¦ soon to be #openaccess. A quick š§µ
James MacKinnon retweeted
Hi #EconTwitter!
šš¹šššš²šæš²š± 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/wpaperā¦
James MacKinnon retweeted
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 š§µ with @jgmQED and @MortenEcon. 1/