How cluster-robust inference is changing applied econometrics
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- James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
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- Andreas Hagemann, 2019. "Permutation inference with a finite number of heterogeneous clusters," Papers 1907.01049, arXiv.org.
- Gerling, Lena & Kellermann, Kim Leonie, 2019. "The impact of election information shocks on populist party preferences: Evidence from Germany," CIW Discussion Papers 3/2019, University of Münster, Center for Interdisciplinary Economics (CIW).
- James G. MacKinnon & Matthew D. Webb, 2019. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
- Sanghyun Hong & W. Robert Reed, 2019. "Towards an Experimental Framework for Assessing Meta-Analysis Methods, with a Focus on Andrews-Kasy Estimators," Working Papers in Economics 19/13, University of Canterbury, Department of Economics and Finance.
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Keywordsclustered data; cluster-robust variance estimator; CRVE; wild cluster bootstrap; robust inference;
- 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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