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Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors

Citations

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Cited by:

  1. Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
  2. Hwang, Jungbin, 2021. "Simple and trustworthy cluster-robust GMM inference," Journal of Econometrics, Elsevier, vol. 222(2), pages 993-1023.
  3. Doko Tchatoka, Firmin & Wang, Wenjie, 2025. "Identification-Robust Two-Stage Bootstrap Tests with Pretesting for Exogeneity," MPRA Paper 125017, University Library of Munich, Germany.
  4. Kojevnikov, Denis & Song, Kyungchul, 2023. "Some impossibility results for inference with cluster dependence with large clusters," Journal of Econometrics, Elsevier, vol. 237(2).
  5. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
  6. Dario Tortarolo & Guillermo Cruces & Gonzalo Vazquez-Bare, 2023. "Design of partial population experiments with an application to spillovers in tax compliance," IFS Working Papers W23/17, Institute for Fiscal Studies.
  7. Chiang, Harold D. & Li, Jiatong & Sasaki, Yuya, 2025. "Algorithmic Subsampling Under Multiway Clustering," Econometric Theory, Cambridge University Press, vol. 41(1), pages 79-122, February.
  8. Schnitzlein, Charles & Chelley-Steeley, Patricia & Steeley, James M, 2024. "Conflicting versus reinforcing private information, information aggregation, and the time series properties of asset prices," Journal of Banking & Finance, Elsevier, vol. 169(C).
  9. Harold D. Chiang, 2018. "Many Average Partial Effects: with An Application to Text Regression," Papers 1812.09397, arXiv.org, revised Jan 2022.
  10. MacKinnon, James G. & Webb, Matthew D., 2020. "Randomization inference for difference-in-differences with few treated clusters," Journal of Econometrics, Elsevier, vol. 218(2), pages 435-450.
  11. Alexander Klein & Guy Tchuente, 2024. "Spatial differencing for sample selection models with ‘site-specific’ unobserved local effects," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages 235-257.
  12. Djogbenou, Antoine A. & MacKinnon, James G. & Nielsen, Morten Ørregaard, 2019. "Asymptotic theory and wild bootstrap inference with clustered errors," Journal of Econometrics, Elsevier, vol. 212(2), pages 393-412.
  13. Tim Bersak & Richard Gearhart & Nyakundi Michieka, 2024. "CBD as a cure‐all? The impacts of state‐level legalization of prescription cannabidiol (CBD) on opioid prescriptions," Southern Economic Journal, John Wiley & Sons, vol. 90(3), pages 701-740, January.
  14. 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.
  15. Klein, Alexander & Meissner, Christopher M., 2024. "Did Tariffs Make American Manufacturing Great? New Evidence from the Gilded Age," CAGE Online Working Paper Series 729, Competitive Advantage in the Global Economy (CAGE).
  16. Fabian Grünwald & Tom Stargardt, 2024. "Harmonizing regulatory market approval of products with high safety requirements: Evidence from the European pharmaceutical market," Health Economics, John Wiley & Sons, Ltd., vol. 33(7), pages 1546-1564, July.
  17. Adnan M. S. Fakir & Tushar Bharati, 2021. "Healthy, nudged, and wise: Experimental evidence on the role of cost reminders in healthy decision-making," Economics Discussion / Working Papers 21-13, The University of Western Australia, Department of Economics.
  18. McKibbin, Rebecca, 2023. "The effect of RCTs on drug demand: Evidence from off-label cancer drugs," Journal of Health Economics, Elsevier, vol. 90(C).
  19. Tom Boot & Gianmaria Niccodemi & Tom Wansbeek, 2023. "Unbiased estimation of the OLS covariance matrix when the errors are clustered," Empirical Economics, Springer, vol. 64(6), pages 2511-2533, June.
  20. MacKinnon, James G., 2023. "Using large samples in econometrics," Journal of Econometrics, Elsevier, vol. 235(2), pages 922-926.
  21. Solórzano Diego & Dixon Huw, 2020. "The Relationship Between Nominal Wage and Price Flexibility: New Evidence," Working Papers 2020-20, Banco de México.
  22. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust," Stata Journal, StataCorp LLC, vol. 23(4), pages 942-982, December.
  23. Gradstein, Mark & Klemp, Marc, 2020. "Natural resource access and local economic growth," European Economic Review, Elsevier, vol. 127(C).
  24. Luther Yap, 2023. "Asymptotic Theory for Two-Way Clustering," Papers 2301.03805, arXiv.org, revised Jun 2024.
  25. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Jackknife inference with two-way clustering," Papers 2406.08880, arXiv.org, revised Dec 2025.
  26. Sander Lammers & Massimo Giuliodori & Robert Schmitz & Adam Elbourne, 2023. "Bank Funding, SME lending and Risk Taking," CPB Discussion Paper 447, CPB Netherlands Bureau for Economic Policy Analysis.
  27. David Roodman & James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2019. "Fast and wild: Bootstrap inference in Stata using boottest," Stata Journal, StataCorp LLC, vol. 19(1), pages 4-60, March.
  28. Ivan A. Canay & Andres Santos & Azeem M. Shaikh, 2021. "The Wild Bootstrap with a “Small” Number of “Large” Clusters," The Review of Economics and Statistics, MIT Press, vol. 103(2), pages 346-363, May.
  29. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Cluster-robust inference: A guide to empirical practice," Journal of Econometrics, Elsevier, vol. 232(2), pages 272-299.
  30. MacKinnon, James G., 2023. "Fast cluster bootstrap methods for linear regression models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
  31. Matthew D. Webb, 2023. "Reworking wild bootstrap‐based inference for clustered errors," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(3), pages 839-858, August.
  32. Arjan Trinks & Erik Hille, 2023. "Carbon costs and industrial firm performance: Evidence from international microdata," CPB Discussion Paper 445, CPB Netherlands Bureau for Economic Policy Analysis.
  33. Liu, Xinyan & Xu, Yunjiao & Zou, Jian, 2024. "Migration barrier relaxation and entrepreneurship: Evidence from the hukou reform in China," Labour Economics, Elsevier, vol. 90(C).
  34. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021. "Wild Bootstrap and Asymptotic Inference With Multiway Clustering," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
  35. Binz, Oliver & Mayew, William J. & Nallareddy, Suresh, 2022. "Firms’ response to macroeconomic estimation errors," Journal of Accounting and Economics, Elsevier, vol. 73(2).
  36. Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023. "Bootstrap inference under cross‐sectional dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
  37. Christian Bellak & Markus Leibrecht & Julien Chaisse, 2022. "Reforming International Investment Agreements: The Case of China and Foreign Direct Investment," Department of Economics Working Papers wuwp328, Vienna University of Economics and Business, Department of Economics.
  38. Chung, Bobby W. & Zou, Jian, 2025. "Occupational licensing in US public schools: Nationwide implementation of Teacher Performance Assessment," Journal of Public Economics, Elsevier, vol. 244(C).
  39. Markus Leibrecht & Christian Bellak, 2023. "Investment policy reform as a driver of foreign direct investment: Evidence from China," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(4), pages 1035-1053, October.
  40. Andreas Hagemann, 2019. "Permutation inference with a finite number of heterogeneous clusters," Papers 1907.01049, arXiv.org, revised Feb 2023.
  41. Jianghao Chu & Tae-Hwy Lee & Aman Ullah & Haifeng Xu, 2020. "Exact Distribution of the F-statistic under Heteroskedasticity of Unknown Form for Improved Inference," Working Papers 202027, University of California at Riverside, Department of Economics.
  42. Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
  43. Wenjie Wang & Yichong Zhang, 2024. "Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters," Papers 2408.10686, arXiv.org.
  44. Yu Zheng & Honggang Fan, 2025. "Fast Cluster Bootstrap Methods for Spatial Error Models," Mathematics, MDPI, vol. 13(18), pages 1-16, September.
  45. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
  46. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2024. "Cluster-Robust Jackknife and Bootstrap Inference for Binary Response Models," Working Paper 1515, Economics Department, Queen's University.
  47. Liyu Dou & Pengjin Min & Wenjie Wang & Yichong Zhang, 2025. "An Improved Inference for IV Regressions," Papers 2506.23816, arXiv.org.
  48. Yuya Sasaki & Yulong Wang, 2022. "Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method," Papers 2210.16991, arXiv.org, revised Jan 2025.
  49. Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2025. "National culture of secrecy and stock price synchronicity: Cross-country evidence," Journal of Banking & Finance, Elsevier, vol. 170(C).
  50. MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
  51. Philippe Kabore & Nicholas Rivers, 2023. "Manufacturing output and extreme temperature: Evidence from Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(1), pages 191-224, February.
  52. Mansfield, Jonathan & Slichter, David, 2021. "The Long-Run Effects of Consequential School Accountability," IZA Discussion Papers 14503, Institute of Labor Economics (IZA).
  53. Yap, Luther, 2025. "Asymptotic theory for two-way clustering," Journal of Econometrics, Elsevier, vol. 249(PB).
  54. Fabienne Helfer & Volker Grossmann & Aderonke Osikominu, 2023. "How does immigration affect housing costs in Switzerland?," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-31, December.
  55. repec:osf:metaar:x6uhk_v1 is not listed on IDEAS
  56. Lee, Sunyoung, 2025. "Did recreational marijuana legalization increase crime in the long run?," International Review of Law and Economics, Elsevier, vol. 82(C).
  57. James G. MacKinnon & Matthew D. Webb, 2020. "When and How to Deal with Clustered Errors in Regression Models," Working Paper 1421, Economics Department, Queen's University.
  58. Adnan M. S. Fakir & Tushar Bharati, 2022. "Healthy, nudged, and wise: Experimental evidence on the role of information salience in reducing tobacco intake," Health Economics, John Wiley & Sons, Ltd., vol. 31(6), pages 1129-1166, June.
  59. Leila Agha & Soomi Kim & Danielle Li, 2022. "Insurance Design and Pharmaceutical Innovation," American Economic Review: Insights, American Economic Association, vol. 4(2), pages 191-208, June.
  60. Wenze Li, 2025. "Wild Bootstrap Inference for Linear Regressions with Many Covariates," Papers 2506.20972, arXiv.org.
  61. Chun Pong Lau, 2025. "Combining Clusters for the Approximate Randomization Test," Papers 2502.03865, arXiv.org.
  62. Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
  63. James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2023. "Fast and reliable jackknife and bootstrap methods for cluster‐robust inference," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(5), pages 671-694, August.
  64. Li, Wenbo, 2023. "The effect of China's driving restrictions on air pollution: The role of a policy announcement without a stated expiration," Resource and Energy Economics, Elsevier, vol. 72(C).
  65. Alexander Klein & Guy Tchuente, 2020. "Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity," Papers 2009.06570, arXiv.org.
  66. Rho, Seunghwa & Vogelsang, Timothy J., 2021. "Inference in time series models using smoothed-clustered standard errors," Journal of Econometrics, Elsevier, vol. 224(1), pages 113-133.
  67. Andreas Hagemann, 2020. "Inference with a single treated cluster," Papers 2010.04076, arXiv.org.
  68. Ye, Xiaoyang & Zhai, Muxin & Feng, Li, 2025. "Free teacher education in rural China: Incentives and challenges11We thank Jesse Bruhn, Olivia Chi, Heather Hill, Brian Jacob, Susanna Loeb, David Monk, Emily Rauscher, Eric Taylor, and seminar partic," China Economic Review, Elsevier, vol. 93(C).
  69. Johannes W. Ligtenberg, 2023. "Inference in clustered IV models with many and weak instruments," Papers 2306.08559, arXiv.org, revised Oct 2025.
  70. Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
  71. Guillermo Cruces & Dario Tortarolo & Gonzalo Vazquez-Bare, 2022. "Design of two-stage experiments with an application to spillovers in tax compliance," IFS Working Papers W22/32, Institute for Fiscal Studies.
  72. James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2024. "Cluster-robust jackknife and bootstrap inference for logistic regression models," Papers 2406.00650, arXiv.org, revised May 2025.
  73. Bruce E. Hansen, 2025. "Standard Errors for Difference‐in‐Difference Regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 40(3), pages 291-309, April.
  74. Fabienne Helfer & Volker Grossmann & Aderonke Osikominu, 2023. "How does immigration affect housing costs in Switzerland?," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-31, December.
  75. Bharati, Tushar & Chang, Simon & Li, Qing, 2023. "Does tertiary education expansion affect the fertility of women past the college-entry age?," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 1029-1055.
  76. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
  77. Zach Raff & Andrew Meyer, 2022. "CAFOs and Surface Water Quality: Evidence from Wisconsin," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(1), pages 161-189, January.
  78. 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).
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