Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
Year of publication: |
2018
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Authors: | Djogbenou, Antoine A. ; MacKinnon, James G. ; Nielsen, Morten Ørregard |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | Clustered data | cluster-robust variance estimator | CRVE | Edgeworth expansion | inference | wild bootstrap | wild cluster bootstrap |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1015924379 [GVK] hdl:10419/188911 [Handle] RePEC:qed:wpaper:1399 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C21 - Cross-Sectional Models; Spatial Models ; C23 - Models with Panel Data |
Source: |
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Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
Djogbenou, Antoine A., (2018)
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Validity of Wild Bootstrap Inference with Clustered Errors
Djogbenou, Antoine, (2017)
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Validity of wild bootstrap inference with clustered errors
Djogbenou, Antoine, (2017)
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A., (2019)
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Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors
Djogbenou, Antoine A., (2018)
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Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A., (2019)
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