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Faculty of Economics


Research Interests

Cluster Robust Inference In High Dimensional Linear Regression

Recent Publications

Working Papers

Anatolyev, S. and Ng, C. F. VCE_MCOV: Stata module to compute the Leave-Cluster-Out-Crossfit (LCOC) variance estimates for user-chosen coefficients in a linear regression model, Statistical Software Components S459293, Boston College Department of Economics, (2024)


MPhil - R300 Econometrics I

Supervisory Team

Cheuk Fai Ng

PhD Student

Research Group:

Contact Details
College: Christ's College