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@kumarbalach @JoshuaSGoodman @arpitrage “I’m interested in understanding more about how you calculated your standard errors?” “Great question! SSRN Diamond subscribers can download the working paper, and I’ll have more to say about our bootstrap procedure… after a brief word from our sponsors.”
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@kumarbalach @JoshuaSGoodman @arpitrage Sorry, I apparently meant “Twitter Platinum subscribers can read a thread where we described our clustering methodology…” @elanazak/1286311716192751616