The wild bootstrap for few (treated) clusters
James G. MacKinnon and Matthew D. Webb
| Year of publication: |
2018
|
|---|---|
| Authors: | MacKinnon, James G. ; Webb, Matthew |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 21.2018, 2, p. 114-135
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| Subject: | Clustered data | Cluster-robust variance estimator | Difference-in-differences | Grouped data | Robust inference | Subclustering | Treatment model | Wild bootstrap | Wild clusterbootstrap | Bootstrap-Verfahren | Bootstrap approach | Clusteranalyse | Cluster analysis | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Statistischer Fehler | Statistical error | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12107 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166605