When and how to deal with clustered errors in regression models
Year of publication: |
2019
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Authors: | MacKinnon, James G. ; Webb, Matthew |
Publisher: |
Kingston (Ontario) : Queen's University, Department of Economics |
Subject: | clustered data | cluster-robust variance estimator | CRVE | wild cluster bootstrap | robust inference |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1693593181 [GVK] hdl:10419/230574 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C21 - Cross-Sectional Models; Spatial Models ; C23 - Models with Panel Data |
Source: |
-
Bootstrap and Asymptotic Inference with Multiway Clustering
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Fast cluster bootstrap methods for linear regression models
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