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Bootstrap approach
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Cluster-robust variance estimator
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MacKinnon, James G.
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The econometrics journal
Working Papers / Economics Department, Queen's University
75
Queen's Economics Department Working Paper
50
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44
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24
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Journal of applied econometrics
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Moments of IV and JIVE estimators
Davidson, Russell
;
Mackinnon, James G.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 541-553
Persistent link: https://www.econbiz.de/10007871618
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2
Confidence sets based on inverting Anderson–Rubin tests
Davidson, Russell
;
MacKinnon, James G.
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 39-58
Persistent link: https://www.econbiz.de/10010498734
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3
Bootstrap inference in a linear equation estimated by instrumental variables
Davidson, Russell
;
MacKinnon, James G.
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 443-477
Persistent link: https://www.econbiz.de/10003802333
Saved in:
4
Moments of IV and JIVE estimators
Davidson, Russell
;
MacKinnon, James G.
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
Saved in:
5
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
Saved in:
6
Distributions of error correction tests for cointegration
Ericsson, Neil R.
;
MacKinnon, James G.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 285-318
Persistent link: https://www.econbiz.de/10001713293
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