The DOI matches its Crossref record; 38 of the 38 references it cites were found in a registry or an index.
Common Errors: How to (and Not to) Control for Unobserved Heterogeneity
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
(2001) · RePEc: Research Papers in Economics · Cited by 27,577
Econometric Analysis of Panel Data
Baltagi, B. H. (2021) · Springer Texts in Business and Economics · doi:10.1007/978-3-030-53953-5 · Cited by 15,104
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
Petersen, M. A. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn053 · Cited by 10,746
How Much Should We Trust Differences-in-Differences Estimates?
Bertrand, M., Duflo, E., & Mullainathan, S. (2004) · The Quarterly Journal of Economics · doi:10.1162/003355304772839588 · Cited by 10,641
Mostly Harmless Econometrics: An Empiricist's Companion
Angrist, J. D., & Pischke, J.-S. (2009) · doi:10.1515/9781400829828 · Cited by 9,467
Identification of Endogenous Social Effects: The Reflection Problem
Manski, C. F. (1993) · The Review of Economic Studies · doi:10.2307/2298123 · Cited by 6,209
Mostly Harmless Econometrics: An Empiricist's Companion
Angrist, J. D., & Pischke, J.-S. (2008) · doi:10.2307/j.ctvcm4j72 · Cited by 5,051
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
DANIEL, K., GRINBLATT, M., TITMAN, S., & WERMERS, R. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb02724.x · Cited by 2,778
High Wage Workers and High Wage Firms
Abowd, J. M., Kramarz, F., & Margolis, D. N. (1999) · Econometrica · doi:10.1111/1468-0262.00020 · Cited by 2,601
Panel data and unobservable individual effects
Hausman, J., & Taylor, W. (1981) · Journal of Econometrics · doi:10.1016/0304-4076(81)90085-3 · Cited by 2,309
Cited by
LINS, K. V., SERVAES, H., & TAMAYO, A. (2017) · The Journal of Finance · doi:10.1111/jofi.12505 · Cited by 3,794
Do institutional investors drive corporate social responsibility? International evidence
Dyck, A., Lins, K. V., Roth, L., & Wagner, H. F. (2019) · Journal of Financial Economics · doi:10.1016/j.jfineco.2018.08.013 · Cited by 2,547
Passive investors, not passive owners
Appel, I. R., Gormley, T. A., & Keim, D. B. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2016.03.003 · Cited by 965
Self-citationCEO age and the riskiness of corporate policies
Serfling, M. A. (2014) · Journal of Corporate Finance · doi:10.1016/j.jcorpfin.2013.12.013 · Cited by 904
Do analysts matter for governance? Evidence from natural experiments
Chen, T., Harford, J., & Lin, C. (2015) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.10.002 · Cited by 747
Metadata
- Authors
- Gormley, T. A., & Matsa, D. A.
- Venue
- Review of Financial Studies
- Publisher
- Oxford University Press (OUP)
- Published
- 2013-08-13
- Volume
- 27
- Issue
- 2
- Pages
- 617-661
- ISSN
- 0893-9454 (ISSN-L)
- 1465-7368
- OpenAlex
- W3122879148
- Cited by
- 1,151
- References
- 38
- FWCI
- 109.08
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Common Errors: How to (and Not to) Control for Unobserved Heterogeneity. https://app.cochat.ai/papers/10.1093/rfs/hht047
- The paper
- Gormley, T. A., & Matsa, D. A. (2014). Common Errors: How to (and Not to) Control for Unobserved Heterogeneity. Review of Financial Studies. https://doi.org/10.1093/rfs/hht047
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.