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  • Search: subject:"Cluster robust"
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Year of publication
Subject
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CRVE 27 cluster-robust variance estimator 27 clustered data 24 wild cluster bootstrap 24 Regional cluster 20 Regionales Cluster 20 Estimation theory 19 Schätztheorie 19 Cluster analysis 18 Clusteranalyse 18 grouped data 18 robust inference 18 Bootstrap approach 16 Bootstrap-Verfahren 16 cluster robust 14 Induktive Statistik 13 Statistical inference 13 few clusters 12 wild bootstrap 11 graduating 9 labor market rigidity 9 recession 9 scars 9 two-way clustering 9 cluster-robust standard errors 8 Germany 6 inference 6 Clustered data 5 cluster jackknife 5 cluster sizes 5 cluster-robust inference 5 ethnic diversity 5 immigration 5 redistribution 5 social security 5 welfare state 5 Deutschland 4 Regression analysis 4 Regressionsanalyse 4 Schätzung 4
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Online availability
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Free 67 CC license 3
Type of publication
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Book / Working Paper 60 Article 7
Type of publication (narrower categories)
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Working Paper 48 Graue Literatur 26 Non-commercial literature 26 Arbeitspapier 24 Article in journal 4 Aufsatz in Zeitschrift 4 Article 3
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Language
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English 59 Undetermined 8
Author
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MacKinnon, James G. 33 Nielsen, Morten Ørregaard 23 Webb, Matthew 18 Cockx, Bart 9 Ghirelli, Corinna 9 Stichnoth, Holger 5 Brewer, Mike 3 Cameron, A. Colin 3 Crossley, Thomas F. 3 Djogbenou, Antoine A. 3 Joyce, Robert 3 Miller, Douglas L. 3 Crump, Richard K. 2 Djogbenou, Antoine 2 Giesecke, Johannes 2 Gospodinov, Nikolaj 2 Hashem, Nawar 2 Heisig, Jan Paul 2 Hübler, Olaf 2 Lopez Gaffney, Ignacio 2 Pettersson-Lidbom, Per 2 Schaeffer, Merlin 2 Ugur, Mehmet 2 Webb, Matthew D. 2 Yoon, Jungmo 2 Galvao, Antonio Fialho <Jr.> 1 Galvão Júnior, Antônio Fialho 1 Gelbach, Jonah 1 Karadja, Mounir 1 Niccodemi, Gianmaria 1 Nielsen, Morten Ørregard 1 Prawitz, Erik 1 Spamann, Holger 1 Wansbeek, Tom 1
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Institution
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Institute for the Study of Labor (IZA) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 CESifo 1 Economics Department, Queen's University 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 Forschungsbasierte Infrastruktureinrichtung "Sozio-oekonomisches Panel (SOEP)", DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1
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Published in...
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Queen's Economics Department working paper 14 Queen’s Economics Department Working Paper 9 IZA Discussion Papers 5 Queen's Economics Department Working Paper 5 CREATES research paper 3 Discussion paper series / IZA 3 Working Paper 3 MPRA Paper 2 SOEPpapers on Multidisciplinary Panel Data Research 2 ZEW Discussion Papers 2 American Sociological Review 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain 1 Econometrics : open access journal 1 Journal of Comments and Replications in Economics (JCRE) 1 Journal of applied econometrics 1 Journal of comments and replications in economics 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin 1 Staff Reports 1 Staff reports / Federal Reserve Bank of New York 1 The Harvard John M. Olin discussion paper series 1 Working Papers / Economics Department, Queen's University 1 Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 1
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Source
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ECONIS (ZBW) 30 EconStor 27 RePEc 10
Showing 1 - 10 of 67
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A jackknife variance estimator for panel regressions
Crump, Richard K.; Gospodinov, Nikolaj; Lopez Gaffney, … - 2025
We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife variance estimator on a transformed space of the regressors and residuals using orthonormal trigonometric basis functions. We prove the...
Persistent link: https://www.econbiz.de/10015189307
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Cluster-robust jackknife and bootstrap inference for binary response models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
We study cluster-robust inference for binary response models. Inference based on the most commonly-used cluster-robust …
Persistent link: https://www.econbiz.de/10015051838
Saved in:
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Jackknife inference with two-way clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are … avoiding, or at least ameliorating, the problem of undefined standard errors when a cluster-robust variance matrix estimator …
Persistent link: https://www.econbiz.de/10015051864
Saved in:
Cover Image
A jackknife variance estimator for panel regressions
Crump, Richard K.; Gospodinov, Nikolaj; Lopez Gaffney, … - 2024
We introduce a new jackknife variance estimator for panel-data regressions. Our variance estimator can be motivated as the conventional leave-one-out jackknife variance estimator on a transformed space of the regressors and residuals using orthonormal trigonometric basis functions. We prove the...
Persistent link: https://www.econbiz.de/10015084323
Saved in:
Cover Image
Cluster-robust jackknife and bootstrap inference for binary response models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
We study cluster-robust inference for binary response models. Inference based on the most commonly-used cluster-robust …
Persistent link: https://www.econbiz.de/10015048740
Saved in:
Cover Image
Jackknife inference with two-way clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
clustered in two dimensions. However, the finite-sample properties of two-way cluster-robust tests and confidence intervals are … avoiding, or at least ameliorating, the problem of undefined standard errors when a cluster-robust variance matrix estimator …
Persistent link: https://www.econbiz.de/10015048741
Saved in:
Cover Image
Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of applied econometrics 38 (2023) 5, pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
We provide new and computationally attractive methods, based on jackknifing by cluster, to obtain cluster-robust …
Persistent link: https://www.econbiz.de/10014451087
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Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
Cluster-robust inference is widely used in modern empirical work in economics and many other disciplines. The key unit … identify datasets and regression designs in which cluster-robust inference is likely to be challenging. The measures of …
Persistent link: https://www.econbiz.de/10013254705
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A new estimator for standard errors with few unbalanced clusters
Niccodemi, Gianmaria; Wansbeek, Tom - In: Econometrics : open access journal 10 (2022) 1, pp. 1-7
lead to a severe downward bias in the standard errors. This idea of a cluster-robust variance estimator (CRVE) generalizes …
Persistent link: https://www.econbiz.de/10012805054
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