Vincent Grégoire

icon indicating a website link www.vincentgregoire.com

icon company HEC Montréal icon location Montréal, Canada icon location Associate Professor of Finance at HEC Montréal

Results 4 comments of Vincent Grégoire

PanelOLS: Produced different Std. errors from Stata when clustered by the same variable in linearmodels

Hi Kevin, adding my issue here because it is most likely related. By the way, thanks for all your work on linearmodels (and the awesome documentation!), it was the missing...

PanelOLS: Produced different Std. errors from Stata when clustered by the same variable in linearmodels

Thanks, that's what I was missing! I get the same results now.

Greater precision with SAS Times

Is this related to #54? I'd be happy to help with this as it would be useful for something I'm working on (converting high-frequency financial databases). I'm not sure where...

Unable to log into the Grammarly extension

Still happening on v1.16.1b on Mac OS.