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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"MacKinnon, James G."
~subject:"Estimation"
~subject:"Korrelation"
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Bootstrap approach
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Cluster-robust variance estimator
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MacKinnon, James G.
Gao, Jiti
11
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Su, Liangjun
10
Kumbhakar, Subal
9
Li, Jia
9
Marcellino, Massimiliano
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Todorov, Viktor
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Westerlund, Joakim
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Baltagi, Badi H.
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Tauchen, George Eugene
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Tsionas, Efthymios G.
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Francq, Christian
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Phillips, Peter C. B.
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Taylor, Robert
6
Yang, Zhenlin
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Cai, Zongwu
5
Cavaliere, Giuseppe
5
Gouriéroux, Christian
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Hounyo, Ulrich
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Inoue, Atsushi
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Li, Kunpeng
5
Liu, Zhi
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Park, Joon Y.
5
Sentana, Enrique
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Shin, Dong-wan
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Webb, Matthew
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Winkelmann, Rainer
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Zakoïan, Jean-Michel
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Ardia, David
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ECONIS (ZBW)
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Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
2
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
3
Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
Saved in:
4
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
5
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
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