MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
We provide new and computationally attractive methods, based on jackknifing by cluster, to obtain cluster … been com- putationally infeasible except for small samples. We also propose several new variants of the wild cluster … are not trustworthy, such as when the number of clusters is small and/or cluster sizes vary substantially. …