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Robust Standard Errors in Small Samples: Some Practical Advice

Citations

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Cited by:

  1. Nicolas Moreau, 2018. "A SAS macro for estimation and inference in differences-in-differences applications with within cluster correlation and cluster-corrections for a few clusters," Working Papers hal-01691476, HAL.
  2. MacKinnon , James G., 2015. "Wild Cluster Bootstrap Confidence Intervals," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 11-33, Mars-Juin.
  3. repec:eee:socmed:v:224:y:2019:i:c:p:77-84 is not listed on IDEAS
  4. Congdon Fors, Heather & Houngbedji, Kenneth & Lindskog, Annika, 2019. "Land certification and schooling in rural Ethiopia," World Development, Elsevier, vol. 115(C), pages 190-208.
  5. Bruno Ferman & Cristine Pinto, 2019. "Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 101(3), pages 452-467, July.
  6. James G. MacKinnon & Matthew D. Webb & Morten Ø. Nielsen, 2017. "Bootstrap And Asymptotic Inference With Multiway Clustering," Working Paper 1386, Economics Department, Queen's University.
  7. Wiederhold, Simon & Falck, Oliver & Heimisch, Alexandra, 2015. "Returns to ICT Skills," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112803, Verein für Socialpolitik / German Economic Association.
  8. repec:eee:transe:v:121:y:2019:i:c:p:134-148 is not listed on IDEAS
  9. Pfaff, Tobias & Hirata, Johannes, 2013. "Testing the Easterlin hypothesis with panel data: The dynamic relationship between life satisfaction and economic growth in Germany and in the UK," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79965, Verein für Socialpolitik / German Economic Association.
  10. Deaton, Angus & Cartwright, Nancy, 2018. "Understanding and misunderstanding randomized controlled trials," Social Science & Medicine, Elsevier, vol. 210(C), pages 2-21.
  11. Emine Boz & Gita Gopinath & Mikkel Plagborg-Møller, 2017. "Global Trade and the Dollar," NBER Working Papers 23988, National Bureau of Economic Research, Inc.
  12. Jungbin Hwang, 2017. "Simple and Trustworthy Cluster-Robust GMM Inference," Working papers 2017-19, University of Connecticut, Department of Economics.
  13. Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," CHaRMS Working Papers 18-01, Centre for HeAlth Research at the Management School (CHaRMS).
  14. Brewer Mike & Crossley Thomas F. & Joyce Robert, 2018. "Inference with Difference-in-Differences Revisited," Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-16, January.
  15. Samuel Bazzi & Matthew Gudgeon, 2017. "The Political Boundaries of Ethnic Divisions," Boston University - Department of Economics - Working Papers Series WP2018-005, Boston University - Department of Economics.
  16. Federico A. Bugni & Ivan A. Canay & Azeem M. Shaikh, 2015. "Inference under covariate-adaptive randomization," CeMMAP working papers CWP45/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  17. Tobias Pfaff & Johannes Hirata, 2013. "Testing the Easterlin Hypothesis with Panel Data: The Dynamic Relationship between Life Satisfaction and Economic Growth in Germany and the UK," SOEPpapers on Multidisciplinary Panel Data Research 554, DIW Berlin, The German Socio-Economic Panel (SOEP).
  18. Alessie, Rob & Angelini, Viola & van den Berg, Gerard J. & Mierau, Jochen O. & Viluma, Laura, 2017. "Economic Conditions at Birth and Cardiovascular Disease Risk in Adulthood: Evidence from New Cohorts," IZA Discussion Papers 10810, Institute of Labor Economics (IZA).
  19. repec:zbw:espost:182102 is not listed on IDEAS
  20. 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.
  21. Morrison, Geoffrey M. & Lin Lawell, C.-Y. Cynthia, 2016. "Does employment growth increase travel time to work?: An empirical analysis using military troop movements," Regional Science and Urban Economics, Elsevier, vol. 60(C), pages 180-197.
  22. Pfaff, Tobias & Hirata, Johannes, 2013. "Testing the Easterlin hypothesis with panel data: The dynamic relationship between life satisfaction and economic growth in Germany and in the UK," CIW Discussion Papers 4/2013, University of Münster, Center for Interdisciplinary Economics (CIW).
  23. Andrew C. Johnston & Alexandre Mas, 2018. "Potential Unemployment Insurance Duration and Labor Supply: The Individual and Market-Level Response to a Benefit Cut," Journal of Political Economy, University of Chicago Press, vol. 126(6), pages 2480-2522.
  24. Hansen, Bruce E. & Lee, Seojeong, 2019. "Asymptotic theory for clustered samples," Journal of Econometrics, Elsevier, vol. 210(2), pages 268-290.
  25. 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.
  26. repec:fgv:eesptd:411 is not listed on IDEAS
  27. James G. MacKinnon & Matthew D. Webb, 2017. "Pitfalls When Estimating Treatment Effects Using Clustered Data," Working Paper 1387, Economics Department, Queen's University.
  28. Fetter, Daniel K., 2016. "The Home Front: Rent Control and the Rapid Wartime Increase in Home Ownership," The Journal of Economic History, Cambridge University Press, vol. 76(04), pages 1001-1043, December.
  29. Andreas Hagemann, 2019. "Permutation inference with a finite number of heterogeneous clusters," Papers 1907.01049, arXiv.org.
  30. Daniel Oto-Peralías & Diego Romero-Ávila, 2016. "The economic consequences of the Spanish Reconquest: the long-term effects of Medieval conquest and colonization," Journal of Economic Growth, Springer, vol. 21(4), pages 409-464, December.
  31. Battaglia, Marianna & Gulesci, Selim & Madestam, Andreas, 2018. "Repayment Flexibility and Risk Taking: Experimental Evidence from Credit Contracts," CEPR Discussion Papers 13329, C.E.P.R. Discussion Papers.
  32. Marrazzo, Pasquale Marco & Terzi, Alessio, 2017. "Structural reform waves and economic growth," Working Paper Series 2111, European Central Bank.
  33. Antoine A. Djogbenou & James G. MacKinnon & Morten Ø. Nielsen, 2017. "Validity Of Wild Bootstrap Inference With Clustered Errors," Working Paper 1383, Economics Department, Queen's University.
  34. James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," Working Paper 1415, Economics Department, Queen's University.
  35. repec:bla:etrans:v:25:y:2017:i:4:p:681-721 is not listed on IDEAS
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