Genuinely Robust Inference for Clustered Data
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Cited by:
- Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025.
"Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets,"
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2502.15458, arXiv.org.
- Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz, 2025. "Clustered Network Connectedness:A New Measurement Frameworkwith Application to Global Equity Markets," PIER Working Paper Archive 25-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
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