Asymptotic theory and wild bootstrap inference with clustered errors
Antoine A. Djogbenou, James G. MacKinnon, Morten Ørregaard Nielsen
| Year of publication: |
2019
|
|---|---|
| Authors: | Djogbenou, Antoine A. ; MacKinnon, James G. ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 212.2019, 2, p. 393-412
|
| Subject: | Cluster-robust variance estimator | Clustered data | Edgeworth expansion | Inference | Wild cluster bootstrap | Bootstrap-Verfahren | Bootstrap approach | Clusteranalyse | Cluster analysis | Regionales Cluster | Regional cluster | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2019.04.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304028