Wild bootstrap and asymptotic inference with multiway clustering
Year of publication: |
2021
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Authors: | MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 2, p. 505-519
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Subject: | Cluster-robust variance estimator | Clustered data | CRVE | Grouped data | Robust inference | Wild cluster bootstrap | Bootstrap-Verfahren | Bootstrap approach | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
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