Testing for the appropriate level of clustering in linear regression models
Year of publication: |
2023
|
---|---|
Authors: | MacKinnon, James G. ; Nielsen, Morten Ørregaard ; Webb, Matthew |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 235.2023, 2, p. 2027-2056
|
Subject: | Cluster-robust variance estimator | Clustered data | CRVE | Grouped data | Robust inference | Wild bootstrap | Wild cluster bootstrap | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis |
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