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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
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Free 38 Undetermined 14 CC license 1
Type of publication
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Book / Working Paper 32 Article 20 Other 1
Type of publication (narrower categories)
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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 41 - 50 of 53
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Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián; Sun, Yixiao; Wang, Xuexin - In: Journal of econometrics 218 (2020) 1, pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
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A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015
Persistent link: https://www.econbiz.de/10011378410
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - In: Journal of econometrics 212 (2019) 2, pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
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Inference with dyadic data : asymptotic behavior of the dyadic-robust t-statistic
Tabord-Meehan, Max - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 671-680
Persistent link: https://www.econbiz.de/10012179005
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Environmental heterogeneity–species richness relationships from a global perspective
Stein, Anke - 2014
Heterogenität von Umweltbedingungen gilt als einer der wichtigsten Faktoren für die Verteilung von Artenreichtum weltweit. Laut der Habitatheterogenität-Hypothese bieten räumlich heterogenere Gebiete eine höhere Vielfalt an Umweltparametern und weisen mehr Refugien und Möglichkeiten zur...
Persistent link: https://www.econbiz.de/10011288108
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The wild bootstrap for few (treated) clusters
MacKinnon, James G.; Webb, Matthew - In: The econometrics journal 21 (2018) 2, pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
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A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - In: Journal of econometrics 197 (2017) 2, pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
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A note on variance estimation for the Oaxaca estimator of average treatment effects
Kline, Patrick - In: Economics Letters 122 (2014) 3, pp. 428-431
We derive the limiting distribution of the Oaxaca estimator of average treatment effects studied by Kline (2011). A consistent estimator of the asymptotic variance is proposed that makes use of standard regression routines. It is shown that ignoring uncertainty in group means will tend to lead...
Persistent link: https://www.econbiz.de/10010743690
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A note on variance estimation for the Oaxaca estimator of average treatment effects
Kline, Patrick - In: Economics letters 122 (2014) 3, pp. 428-431
Persistent link: https://www.econbiz.de/10010395618
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Semiparametric Methods for Clustered Recurrent Event Data
Schaubel, Douglas E.; Cai, Jianwen - 2005
In biomedical studies, the event of interest is often recurrent and within-subject events cannot usually be assumed independent. In addition, individuals within a cluster might not be independent; for example, in multi-center or familial studies, subjects from the same center or family might be...
Persistent link: https://www.econbiz.de/10009477087
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