Some impossibility results for inference with cluster dependence with large clusters
Denis Kojevnikov, Kyungchul Song
| Year of publication: |
2023
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|---|---|
| Authors: | Kojevnikov, Denis ; Song, Kyungchul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,1, p. 1-22
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| Subject: | Cluster dependence | Consistent discrimination | Consistent estimation of long-run variance | Local dependence | Log likelihood process | Unknown dependence structure | Clusteranalyse | Cluster analysis | Schätztheorie | Estimation theory | Regionales Cluster | Regional cluster | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105524 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471511