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It is a standard practice in regression analyses to allow for clustering in the error covariance matrix if the explanatory variable of interest varies at a more aggregate level (e.g., the state level) than the units of observation (e.g., individuals). Often, however, the structure of the error...
Persistent link: https://www.econbiz.de/10010971120
Matching estimators are widely used in statistical data analysis. However, the large sample distribution of matching estimators has been derived only for particular cases. This article establishes a martingale representation for matching estimators. This representation allows the use of...
Persistent link: https://www.econbiz.de/10010605443