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 James MacKinnon and @MortenEcon. 1/

Stoked to have a paper included on this list.

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 James MacKinnon, @MortenEcon & Matt Webb here: ideas.repec.org/p/qed/wpaper/1…

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