Estimate the two-way fixed effects model with two-way clustered standard errors using quarterly Compustat data from WRDS.

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Estimate the two-way fixed effects model with two-way clustered standard errors using quarterly Compustat data from WRDS. Note that you can access quarterly data via tbl(wrds, in_schema("comp", "fundq")).

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Tidy Finance With R

ISBN: 9781032389349

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Authors: Christoph Scheuch, Stefan Voigt, Patrick Weiss

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Question Posted: Oct 22, 2024 10:00 AM

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Estimate the two-way fixed effects model with two-way clustered standard errors using quarterly Compustat data from WRDS.

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Tidy Finance With R

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