Similar Search Results - EconBiz

Cluster-robust inference : a guide to empirical practice

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 232 (2023) 2, pp. 272-299

Persistent link: https://www.econbiz.de/10014339912

Validity of wild bootstrap inference with clustered errors

Djogbenou, Antoine; MacKinnon, James G.; Nielsen, … - 2017

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors, focusing on the wild cluster bootstrap and the ordinary wild bootstrap. We state conditions under which both asymptotic and bootstrap tests and confidence intervals will be...

Persistent link: https://www.econbiz.de/10011657377

Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2018

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors, focusing on the wild cluster bootstrap and the ordinary wild bootstrap. We state conditions under which both asymptotic and bootstrap tests and confidence intervals will be...

Persistent link: https://www.econbiz.de/10011804820

Asymptotic theory and wild bootstrap inference with clustered errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - In: Journal of econometrics 212 (2019) 2, pp. 393-412

Persistent link: https://www.econbiz.de/10012304028

Asymptotic theory and wild bootstrap inference with clustered errors

Djogbenou, Antoine A.; MacKinnon, James G.; Nielsen, … - 2019

Persistent link: https://www.econbiz.de/10012063541

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

Wild bootstrap and asymptotic inference with multiway clustering

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 505-519

Persistent link: https://www.econbiz.de/10012499095

Randomization inference for difference-in-differences with few treated clusters

MacKinnon, James G.; Webb, Matthew - In: Journal of econometrics 218 (2020) 2, pp. 435-450

Persistent link: https://www.econbiz.de/10012483166

Testing for the appropriate level of clustering in linear regression models

MacKinnon, James G.; Nielsen, Morten Ørregaard; Webb, … - In: Journal of econometrics 235 (2023) 2, pp. 2027-2056

Persistent link: https://www.econbiz.de/10014471443

Validity of Wild Bootstrap Inference with Clustered Errors

Djogbenou, Antoine; MacKinnon, James G.; Nielsen, … - 2017

We study asymptotic inference based on cluster-robust variance estimators for regression models with clustered errors, focusing on the wild cluster bootstrap and the ordinary wild bootstrap. We state conditions under which both asymptotic and bootstrap tests and confidence intervals will be...

Persistent link: https://www.econbiz.de/10011939434

A service of the