Wild bootstrap and asymptotic inference with multiway clustering
James G. MacKinnon, Morten Ørregaard Nielsen, and Matthew D. Webb
| 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 | 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: | 10.1080/07350015.2019.1677473 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012499095