MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are … avoiding, or at least ameliorating, the problem of undefined standard errors when a cluster-robust variance matrix estimator … of new two-way CRVEs based on the cluster jackknife. Simulations for models with two-way fixed effects suggest that, in …