Fast and reliable jackknife and bootstrap methods for cluster-robust inference
James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb
| Year of publication: |
2023
|
|---|---|
| Authors: | MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 5, p. 671-694
|
| Subject: | cluster sizes | cluster-robust variance estimator | clustered data | CRVE | grouped data | wild cluster bootstrap | Bootstrap-Verfahren | Bootstrap approach | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2969 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338128