Last data update: 2014.03.03

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petersen (Package: multiwayvcov) : Simulation of clustering with firm and time effects.

A dataset containing the 500 simulated firms over 10 years. Originally created by Mitchell Petersen in conjunction with Petersen (2009) and made available at http://www.kellogg.northwestern.edu/faculty/petersen/htm/papers/se/test_data.txt. See the references for simulation process. The variables are as follows:
● Data Source: CranContrib
● Keywords: datasets
● Alias: petersen
● 0 images