Wild cluster bootstrap confidence intervals
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References listed on IDEAS
- Guido W. Imbens & Michal Kolesár, 2016.
"Robust Standard Errors in Small Samples: Some Practical Advice,"
The Review of Economics and Statistics,
MIT Press, vol. 98(4), pages 701-712, October.
- Guido W. Imbens & Michal Kolesar, 2012. "Robust Standard Errors in Small Samples: Some Practical Advice," NBER Working Papers 18478, National Bureau of Economic Research, Inc.
- repec:tpr:restat:v:99:y:2017:i:4:p:698-709 is not listed on IDEAS
- repec:wly:japmet:v:32:y:2017:i:2:p:233-254 is not listed on IDEAS
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
- Davidson, James & Monticini, Andrea & Peel, David, 2007. "Implementing the wild bootstrap using a two-point distribution," Economics Letters, Elsevier, vol. 96(3), pages 309-315, September.
- Bester, C. Alan & Conley, Timothy G. & Hansen, Christian B., 2011. "Inference with dependent data using cluster covariance estimators," Journal of Econometrics, Elsevier, vol. 165(2), pages 137-151.
- James G. Mackinnon & Matthew D. Webb, 2017.
"Wild Bootstrap Inference for Wildly Different Cluster Sizes,"
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John Wiley & Sons, Ltd., vol. 32(2), pages 233-254, March.
- James G. MacKinnon & Matthew D. Webb, 2015. "Wild Bootstrap Inference for Wildly Different Cluster Sizes," Working Papers 1314, Queen's University, Department of Economics.
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- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2017. "Bootstrap and Asymptotic Inference with Multiway Clustering," Working Papers 1386, Queen's University, Department of Economics.
More about this item
Keywordswild bootstrap; auxiliary distribution; CRVE; cluster-robust inference; studentized bootstrap;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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