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  • Search: subject:"wild cluster bootstrap"
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Year of publication
Subject
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wild cluster bootstrap 43 CRVE 36 clustered data 33 grouped data 28 Bootstrap approach 22 Bootstrap-Verfahren 22 cluster-robust variance estimator 22 Cluster analysis 21 Clusteranalyse 21 Regional cluster 21 Regionales Cluster 21 robust inference 18 Estimation theory 14 Schätztheorie 14 difference-in-differences 13 wild bootstrap 13 panel data 12 Induktive Statistik 11 Statistical inference 11 DiD 6 randomization inference 6 Clustered data 5 Panel 5 Panel study 5 Theorie 5 Theory 5 inference 5 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 placebo laws 4 treatment model 4 Edgeworth expansion 3 G8 education reform 3 Instruction time 3 Regression analysis 3 Regressionsanalyse 3 cluster jackknife 3 cluster sizes 3 two-way clustering 3 Anderson-Rubin test 2
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Online availability
All
Free 47
Type of publication
All
Book / Working Paper 45 Article 2
Type of publication (narrower categories)
All
Working Paper 40 Graue Literatur 23 Non-commercial literature 23 Arbeitspapier 21 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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Language
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English 45 Undetermined 2
Author
All
MacKinnon, James G. 41 Webb, Matthew 24 Nielsen, Morten Ørregaard 21 Webb, Matthew D. 6 Djogbenou, Antoine A. 3 Huebener, Mathias 3 Marcus, Jan 3 Behncke, Stefanie 2 Djogbenou, Antoine 2 Roodman, David Malin 2 Nielsen, Morten Ørregard 1
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Institution
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Economics Department, Queen's University 2 Institute for the Study of Labor (IZA) 1
Published in...
All
Queen's Economics Department working paper 18 Queen's Economics Department Working Paper 9 Queen’s Economics Department Working Paper 9 CREATES research paper 3 IZA Discussion Papers 2 Working Papers / Economics Department, Queen's University 2 Economics of Education Review 1 Journal of applied econometrics 1
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Source
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ECONIS (ZBW) 24 EconStor 20 RePEc 3
Showing 1 - 10 of 47
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Cluster-robust jackknife and bootstrap inference for binary response models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
the cluster-jackknife variance matrix estimator as well as linearized versions of the wild cluster bootstrap. The …
Persistent link: https://www.econbiz.de/10015051838
Saved in:
Cover Image
Cluster-robust jackknife and bootstrap inference for binary response models
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2024
the cluster-jackknife variance matrix estimator as well as linearized versions of the wild cluster bootstrap. The …
Persistent link: https://www.econbiz.de/10015048740
Saved in:
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of applied econometrics 38 (2023) 5, pp. 671-694
Persistent link: https://www.econbiz.de/10014338128
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Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
been com- putationally infeasible except for small samples. We also propose several new variants of the wild cluster … bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …
Persistent link: https://www.econbiz.de/10014451087
Saved in:
Cover Image
Fast and reliable jackknife and bootstrap methods for cluster-robust inference
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2022
been com- putationally infeasible except for small samples. We also propose several new variants of the wild cluster … bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …
Persistent link: https://www.econbiz.de/10013172440
Saved in:
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2022
Persistent link: https://www.econbiz.de/10013189456
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Cluster-robust inference: A guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2021
Methods for cluster-robust inference are routinely used in economics and many other disciplines. However, it is only recently that theoretical foundations for the use of these methods in many empirically relevant situations have been developed. In this paper, we use these theoretical results to...
Persistent link: https://www.econbiz.de/10012670892
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Fast cluster bootstrap methods for linear regression models
MacKinnon, James G. - 2021
for the wild cluster bootstrap. One of these is a new way to express an existing method. For instrumental variables (IV …
Persistent link: https://www.econbiz.de/10012670900
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Fast cluster bootstrap methods for linear regression models
MacKinnon, James G. - 2021
OLS regression, a new algorithm is provided for the pairs cluster bootstrap, and two algorithms for the wild cluster … bootstrap are compared. One of these is a new way to express an existing algorithm, and the other is new. For IV regression, an …
Persistent link: https://www.econbiz.de/10012662210
Saved in:
Cover Image
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - 2021
Methods for cluster-robust inference are routinely used in economics and many other disciplines. However, it is only recently that theoretical foundations for the use of these methods in many empirically relevant situations have been developed. In this paper, we use these theoretical results to...
Persistent link: https://www.econbiz.de/10012494221
Saved in:
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