Search Results - subject:"robust variance"

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/10012183510

Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2018

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …

Persistent link: https://www.econbiz.de/10011939450

Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2018

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …

Persistent link: https://www.econbiz.de/10011804820

Wild bootstrap and asymptotic inference with multiway clustering

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 505-519

Persistent link: https://www.econbiz.de/10012499095

Validity of Wild Bootstrap Inference with Clustered Errors

Djogbenou, Antoine; MacKinnon, James G.; Nielsen, … - 2017

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …

Persistent link: https://www.econbiz.de/10011939434

Bootstrap and Asymptotic Inference with Multiway Clustering

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2017

We study a cluster-robust variance estimator (CRVE) for regression models with clustering in two dimensions that was …

Persistent link: https://www.econbiz.de/10011939437

Bootstrap and asymptotic inference with multiway clustering

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2017

We study a cluster-robust variance estimator (CRVE) for regression models with clustering in two dimensions that was …

Persistent link: https://www.econbiz.de/10011722260

Validity of wild bootstrap inference with clustered errors

Djogbenou, Antoine; MacKinnon, James G.; Nielsen, … - 2017

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors …

Persistent link: https://www.econbiz.de/10011657377

On the consistency of the logistic quasi-MLE under conditional symmetry

Wooldridge, Jeffrey M. - In: Economics letters 194 (2020), pp. 1-4

Persistent link: https://www.econbiz.de/10012509308

The autocratic gamble : evidence from robust variance tests

Monteforte, Fabio; Temple, Jonathan - In: Economics of governance 21 (2020) 4, pp. 363-384

Persistent link: https://www.econbiz.de/10012603146

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