Some impossibility results for inference with cluster dependence with large clusters
Year of publication: |
2023
|
---|---|
Authors: | Kojevnikov, Denis ; Song, Kyungchul |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,1, p. 1-22
|
Subject: | Cluster dependence | Consistent discrimination | Consistent estimation of long-run variance | Local dependence | Log likelihood process | Unknown dependence structure | Regionales Cluster | Regional cluster | Schätztheorie | Estimation theory | Clusteranalyse | Cluster analysis | Induktive Statistik | Statistical inference |
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