A Practitioner’s Guide to Cluster-Robust Inference
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Keith Finlay & Leandro M. Magnusson, 2009.
"Implementing weak-instrument robust tests for a general class of instrumental-variables models,"
Stata Journal,
StataCorp LP, vol. 9(3), pages 398-421, September.
- Keith Finlay & Leandro M. Magnusson, 2009. "Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models," Working Papers 0901, Tulane University, Department of Economics.
- Kline Patrick & Santos Andres, 2012.
"A Score Based Approach to Wild Bootstrap Inference,"
Journal of Econometric Methods,
De Gruyter, vol. 1(1), pages 23-41, August.
- Patrick M. Kline & Andres Santos, 2010. "A Score Based Approach to Wild Bootstrap Inference," NBER Working Papers 16127, National Bureau of Economic Research, Inc.
- Hausman, Jerry & Kuersteiner, Guido, 2008.
"Difference in difference meets generalized least squares: Higher order properties of hypotheses tests,"
Journal of Econometrics,
Elsevier, vol. 144(2), pages 371-391, June.
- Jerry Hausman & Guido Kuersteiner, 2005. "Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests," Boston University - Department of Economics - Working Papers Series WP2005-010, Boston University - Department of Economics.
- repec:tpr:restat:v:99:y:2017:i:4:p:698-709 is not listed on IDEAS
- John C. Driscoll & Aart C. Kraay, 1998. "Consistent Covariance Matrix Estimation With Spatially Dependent Panel Data," The Review of Economics and Statistics, MIT Press, vol. 80(4), pages 549-560, November.
- Joshua D. Angrist & Jörn-Steffen Pischke, 2009. "Mostly Harmless Econometrics: An Empiricist's Companion," Economics Books, Princeton University Press, edition 1, number 8769.
- repec:wly:japmet:v:32:y:2017:i:2:p:233-254 is not listed on IDEAS
- Karla Hemming & Jen Marsh, 2013. "A menu-driven facility for sample-size calculations in cluster randomized controlled trials," Stata Journal, StataCorp LP, vol. 13(1), pages 114-135, March.
- Fitzsimons, Emla & Malde, Bansi & Mesnard, Alice & Vera-Hernández, Marcos, 2012.
"Household Responses to Information on Child Nutrition: Experimental Evidence from Malawi,"
CEPR Discussion Papers
8915, C.E.P.R. Discussion Papers.
- Emla Fitzsimons & Bansi Malde & Alice Mesnard & Marcos Vera-Hernandez, 2012. "Household responses to information on child nutrition: experimental evidence from Malawi," IFS Working Papers W12/07, Institute for Fiscal Studies.
- Matthew D. Webb, 2014. "Reworking Wild Bootstrap Based Inference for Clustered Errors," Working Papers 1315, Queen's University, Department of Economics.
- Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
- MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties,"
Journal of Econometrics,
Elsevier, vol. 29(3), pages 305-325, September.
- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Papers 537, Queen's University, Department of Economics.
- 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.
- Bhattacharya, Debopam, 2005. "Asymptotic inference from multi-stage samples," Journal of Econometrics, Elsevier, vol. 126(1), pages 145-171, May.
- James G. Mackinnon & Matthew D. Webb, 2017.
"Wild Bootstrap Inference for Wildly Different Cluster Sizes,"
Journal of Applied Econometrics,
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.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:uwp:jhriss:v:50:y:2015:i:2:p:317-372. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://jhr.uwpress.org/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.