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Year of publication
Subject
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Schätztheorie 32 Estimation theory 31 cluster-robust variance estimator 27 CRVE 26 clustered data 24 Cluster analysis 23 Clusteranalyse 23 Regional cluster 22 Regionales Cluster 22 wild cluster bootstrap 22 Bootstrap approach 20 Bootstrap-Verfahren 20 grouped data 18 robust inference 18 Induktive Statistik 14 Statistical inference 14 Clustered data 10 Long run variance estimator 9 Market frictions 8 Quadratic variation 8 Realised variance 8 wild bootstrap 8 Regression analysis 7 Regressionsanalyse 7 HAC estimator 6 inference 6 Edgeworth expansion 5 cluster jackknife 5 cluster sizes 5 nonparametric regression 5 variance estimator 5 Cluster-robust variance estimator 4 Estimation 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Nichtparametrisches Verfahren 4 Robust inference 4 Schätzung 4 Time series analysis 4 Wild cluster bootstrap 4
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Online availability
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Free 56 Undetermined 22 CC license 2
Type of publication
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Book / Working Paper 54 Article 28
Type of publication (narrower categories)
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Working Paper 35 Arbeitspapier 19 Graue Literatur 19 Non-commercial literature 19 Article in journal 13 Aufsatz in Zeitschrift 13 Article 1 Aufsatz im Buch 1 Book section 1
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Language
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English 61 Undetermined 21
Author
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MacKinnon, James G. 33 Nielsen, Morten Ørregaard 27 Webb, Matthew 22 Barndorff-Nielsen, Ole E. 11 Shephard, Neil 11 Hansen, Peter Reinhard 8 Lunde, Asger 8 Djogbenou, Antoine A. 4 Addison, John T. 2 Bailey, Ralph W. 2 Cattaneo, Matias D. 2 Crump, Richard K. 2 Djogbenou, Antoine 2 Frahm, Gabriel 2 Hanif, Muhammad 2 Härdle, Wolfgang 2 Padilla, Alberto 2 Sun, Yixiao 2 Wang, Weining 2 Webb, Matthew D. 2 Yasmeen, Uzma 2 Čížek, Pavel 2 Addison, John T 1 Adhikary, Arun 1 Adhya, Sumanta 1 Alexopoulos, Christos 1 Bailey, Ralph W 1 Banerjee, Tathagata 1 Berger, Yves 1 Chattopadhyay, Gaurangadeb 1 Chaudhuri, Arijit 1 Chen, Xiaohong 1 Fattorini, Lorenzo 1 Franceschi, Sara 1 Goldsman, David 1 Gottlieb, Alex 1 Graf, Monique 1 Hansen, Peter R. 1 Hardin, James W. 1 Kokonendji, Célestin 1
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Institution
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Department of Economics, Oxford University 3 Economics Group, Nuffield College, University of Oxford 2 Finance Research Centre, Oxford University 2 HAL 2 Banco de México 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, University of Birmingham 1 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 Institute of Economic Research, Hitotsubashi University 1 School of Economics and Management, University of Aarhus 1 School of Economics, UNSW Business School 1 Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
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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 Economics Series Working Papers / Department of Economics, Oxford University 3 Queen's Economics Department Working Paper 3 Annals of the Institute of Statistical Mathematics 2 Economics Papers / Economics Group, Nuffield College, University of Oxford 2 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 2 Metrika 2 OFRC Working Papers Series 2 Post-Print / HAL 2 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 2 CEMMAP working papers / Centre for Microdata Methods and Practice 1 CREATES Research Papers 1 Computational Statistics 1 Cowles Foundation Discussion Papers 1 Department of Economics University of Siena 1 Discussion Papers / Department of Economics, University of Birmingham 1 Discussion Papers / School of Economics, UNSW Business School 1 Discussion Papers in Econometrics and Statistics 1 Discussion Papers in Statistics and Econometrics 1 Discussion paper / LSE Financial Markets Group 1 Discussion papers / Department of Economics, The University of Birmingham 1 Econometrics : open access journal 1 Essays in honor of Joon Y. Park : econometric theory 1 European Journal of Operational Research 1 GEMF Working Papers 1 Global COE Hi-Stat Discussion Paper Series 1 International journal of applied management science : IJAMS 1 Journal of Applied Statistics 1 Journal of Classification 1 Journal of applied econometrics 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1 Stata Journal 1 Statistical Papers / Springer 1 Statistics & Probability Letters 1 Statistics in Transition new series (SiTns) 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1
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Source
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ECONIS (ZBW) 33 RePEc 32 EconStor 17
Showing 81 - 82 of 82
Cover Image
Asymptotic Comparisons of Several Variance Estimators and their Effects for Studentizations
Maesono, Yoshihiko - In: Annals of the Institute of Statistical Mathematics 50 (1998) 3, pp. 451-470
Persistent link: https://www.econbiz.de/10005616257
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Cover Image
On two properties of an unequal probability sampling scheme
Adhikary, Arun; Chaudhuri, Arijit - In: Metrika 36 (1989) 1, pp. 161-166
Persistent link: https://www.econbiz.de/10005756444
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