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  • Search: subject:"robust variance"
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Year of publication
Subject
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Estimation theory 30 Schätztheorie 30 cluster-robust variance estimator 27 CRVE 26 clustered data 24 Cluster analysis 22 Clusteranalyse 22 wild cluster bootstrap 22 Regional cluster 21 Regionales Cluster 21 Bootstrap approach 19 Bootstrap-Verfahren 19 grouped data 18 robust inference 18 Induktive Statistik 15 Statistical inference 15 Clustered data 10 wild bootstrap 8 Regression analysis 6 Regressionsanalyse 6 inference 6 Heteroscedasticity 5 Heteroskedastizität 5 Robust statistics 5 Robustes Verfahren 5 Statistical test 5 Statistischer Test 5 cluster jackknife 5 cluster sizes 5 Cluster-robust variance estimator 4 Edgeworth expansion 4 Robust inference 4 Wild cluster bootstrap 4 jackknife 4 Autocorrelation 3 Autokorrelation 3 Correlation 3 Grouped data 3 Heteroskedasticity and autocorrelation robust variance 3 Korrelation 3
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Online availability
All
Free 38 Undetermined 14 CC license 1
Type of publication
All
Book / Working Paper 32 Article 20 Other 1
Type of publication (narrower categories)
All
Working Paper 30 Graue Literatur 18 Non-commercial literature 18 Arbeitspapier 17 Article in journal 16 Aufsatz in Zeitschrift 16 Thesis 1
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Language
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English 51 Undetermined 2
Author
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MacKinnon, James G. 33 Nielsen, Morten Ørregaard 27 Webb, Matthew 22 Djogbenou, Antoine A. 4 Sun, Yixiao 4 Crump, Richard K. 2 Djogbenou, Antoine 2 Gospodinov, Nikolaj 2 Hardin, James W. 2 Kim, Min Seong 2 Kline, Patrick 2 Lopez Gaffney, Ignacio 2 Martínez-Iriarte, Julián 2 Wang, Xuexin 2 Webb, Matthew D. 2 Yang, Jingjing 2 Aronow, Peter M. 1 Cai, Jianwen 1 Carroll, Raymond J. 1 Kapetanios, George 1 Monteforte, Fabio 1 Niccodemi, Gianmaria 1 Nielsen, Morten Ørregard 1 Samii, Cyrus 1 Schaubel, Douglas E. 1 Serlenga, Laura 1 Shin, Yongcheol 1 Stein, Anke 1 Tabord-Meehan, Max 1 Temple, Jonathan 1 Waheed, Hassam 1 Wang, Yudong 1 Wansbeek, Tom 1 Wooldridge, Jeffrey M. 1 Zhang, Yaojie 1 Zhang, Zhikai 1
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Institution
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University of California, San Diego / Department of Economics 1
Published in...
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Queen's Economics Department working paper 12 Queen’s Economics Department Working Paper 9 Journal of econometrics 5 CREATES research paper 3 Queen's Economics Department Working Paper 3 Economics letters 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Stata Journal 2 Econometrics : open access journal 1 Economics Letters 1 Economics of governance 1 Journal of applied econometrics 1 Journal of behavioral and experimental economics 1 Recent work / Department of Economics, UC San Diego 1 Staff Reports 1 Staff reports / Federal Reserve Bank of New York 1 Statistics & Probability Letters 1 The econometrics journal 1 Working papers / Ryerson University, Department of Economics 1
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Source
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ECONIS (ZBW) 34 EconStor 13 RePEc 4 BASE 2
Showing 21 - 30 of 53
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Nudging smokers away from lighting up : a meta-analysis of framing effect in current smokers
Waheed, Hassam - In: Journal of behavioral and experimental economics 104 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014335654
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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
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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 majority of this research assumes that the cluster structure is known. This assumption is very strong, because there are often several possible ways in which a dataset could be...
Persistent link: https://www.econbiz.de/10012431071
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Cover Image
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 majority of this research assumes that the cluster structure is known. This assumption is very strong, because there are often several possible ways in which a dataset could be...
Persistent link: https://www.econbiz.de/10012201366
Saved in:
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Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2020
Persistent link: https://www.econbiz.de/10012317779
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Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2019
We study two cluster-robust variance estimators (CRVEs) for regression models with clustering in two dimensions and …
Persistent link: https://www.econbiz.de/10012431058
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When and how to deal with clustered errors in regression models
MacKinnon, James G.; Webb, Matthew - 2019
We discuss when and how to deal with possibly clustered errors in linear regression models. Specifically, we discuss situations in which a regression model may plausibly be treated as having error terms that are arbitrarily correlated within known clusters but uncorrelated across them. The...
Persistent link: https://www.econbiz.de/10012431064
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Asymptotic F tests under possibly weak identi cation
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - University of California, San Diego / Department of … - 2019 - This version: March 9, 2019
Persistent link: https://www.econbiz.de/10011987354
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019
Persistent link: https://www.econbiz.de/10012063541
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Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2019
We study two cluster-robust variance estimators (CRVEs) for regression models with clustering in two dimensions and …
Persistent link: https://www.econbiz.de/10012183373
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