Search Results - subject:"Clustered data"

Narrow search

On the implementation of approximate randomization tests in linear models with a small number of clusters

Cai, Yong; Canay, Ivan A.; Kim, Deborah; Shaikh, Azeem M. - In: Journal of econometric methods 12 (2023) 1, pp. 85-103

Persistent link: https://www.econbiz.de/10013554721

Cluster-robust inference : a guide to empirical practice

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 232 (2023) 2, pp. 272-299

Persistent link: https://www.econbiz.de/10014339912

Recursive computation of the conditional probability function of the quadratic exponential model for binary panel data

Bartolucci, Francesco; Valentini, Francesco; Pigini, Claudia - In: Computational economics 61 (2023) 2, pp. 529-557

Persistent link: https://www.econbiz.de/10014228451

Testing for the appropriate level of clustering in linear regression models

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 235 (2023) 2, pp. 2027-2056

Persistent link: https://www.econbiz.de/10014471443

Testing for the appropriate level of clustering in linear regression models

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020

Reliable inference with clustered data has received a great deal of attention in recent years. The overwhelming …

Persistent link: https://www.econbiz.de/10012431071

Testing for the appropriate level of clustering in linear regression models

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020

Reliable inference with clustered data has received a great deal of attention in recent years. The overwhelming …

Persistent link: https://www.econbiz.de/10012201366

Wild Bootstrap and Asymptotic Inference with Multiway Clustering

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020

Persistent link: https://www.econbiz.de/10012317779

The wild bootstrap with a small number of large clusters

Canay, Ivan A.; Santos, Andres; Shaikh, Azeem M. - 2019

hypotheses about the coefficients in a linear regression model with clustered data. Cameron et al. (2008) provide simulations …

Persistent link: https://www.econbiz.de/10012146392

Randomization inference for difference-in-differences with few treated clusters

MacKinnon, James G.; Webb, Matthew - 2019

Inference using difference-in-differences with clustered data requires care. Previous research has shown that, when …

Persistent link: https://www.econbiz.de/10012431053

How cluster-robust inference is changing applied econometrics

MacKinnon, James G. - 2019

In many fields of economics, and also in other disciplines, it is hard to justify the assumption that the random error terms in regression models are uncorrelated. It seems more plausible to assume that they are correlated within clusters, such as geographical areas or time periods, but...

Persistent link: https://www.econbiz.de/10012431056

A service of the

zbw