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  • Search: subject:"wild restricted efficient cluster bootstrap"
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Year of publication
Subject
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CRVE 2 WCR bootstrap 2 WREC bootstrap 2 bootstrap Wald test 2 cluster-robust variance estimator 2 clustered data 2 pairs cluster bootstrap 2 robust inference 2 wild cluster bootstrap 2 wild restricted efficient cluster bootstrap 2 Bootstrap approach 1 Bootstrap-Verfahren 1 Cluster analysis 1 Clusteranalyse 1 Estimation theory 1 Regional cluster 1 Regionales Cluster 1 Schätztheorie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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MacKinnon, James G. 2
Published in...
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Queen's Economics Department working paper 1 Queen’s Economics Department Working Paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Fast cluster bootstrap methods for linear regression models
MacKinnon, James G. - 2021
Efficient computational algorithms for bootstrapping linear regression models with clustered data are discussed. For ordinary least squares (OLS) regression, a new algorithm is provided for the pairs cluster bootstrap, along with two algorithms for the wild cluster bootstrap. One of these is a...
Persistent link: https://www.econbiz.de/10012670900
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Cover Image
Fast cluster bootstrap methods for linear regression models
MacKinnon, James G. - 2021
Efficient computational algorithms for bootstrapping linear regression models with clustered data are discussed. For 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...
Persistent link: https://www.econbiz.de/10012662210
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