Fast cluster bootstrap methods for linear regression models
Year of publication: |
2021
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Authors: | MacKinnon, James G. |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | clustered data | cluster-robust variance estimator | CRVE | robust inference | wild cluster bootstrap | WCR bootstrap | pairs cluster bootstrap | wild restricted efficient cluster bootstrap | WREC bootstrap | bootstrap Wald test |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1777411335 [GVK] hdl:10419/247206 [Handle] RePEC:qed:wpaper:1465 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C21 - Cross-Sectional Models; Spatial Models ; C23 - Models with Panel Data |
Source: |
-
Fast cluster bootstrap methods for linear regression models
MacKinnon, James G., (2021)
-
Cluster-robust inference: A guide to empirical practice
MacKinnon, James G., (2021)
-
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G., (2020)
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Wild cluster bootstrap confidence intervals
MacKinnon, James G., (2014)
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Bootstrap tests for overidentification in linear regression models
Davidson, Russell, (2014)
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Wild Bootstrap Inference for Wildly Different Cluster Sizes
MacKinnon, James G., (2014)
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