Variation in standard errors in event-study design : insights from empirical studies and simulations
Year of publication: |
2023
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Authors: | Li, Yang |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 55.2023, 5, p. 518-530
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Subject: | applied economics methodology | cluster-robust standard errors | Event-study design | Monte Carlo simulations | wild bootstrap | Simulation | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Statistischer Fehler | Statistical error |
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