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August 13, 2013Review of Financial Studies

Common Errors: How to (and Not to) Control for Unobserved Heterogeneity

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Authors

TGTodd A. GormleyWashington University in St. LouisDMDavid A. MatsaNational Bureau of Economic Research

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Gormley et al. (2013) studied this question.

synapsesocial.com/papers/69d7cd9da2a48916bbbedb6chttps://doi.org/10.1093/rfs/hht047
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