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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"MacKinnon, James G."
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
Wirkungsanalyse
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Bootstrap-Verfahren
5
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5
Estimation theory
5
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Cluster-robust variance estimator
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MacKinnon, James G.
Gao, Jiti
10
Nielsen, Morten Ørregaard
10
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Lütkepohl, Helmut
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Taylor, Robert
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Kapetanios, George
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Zhu, Ke
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Demetrescu, Matei
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Koopman, Siem Jan
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Omay, Tolga
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Teräsvirta, Timo
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Francq, Christian
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Kim, Donggyu
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Todorov, Viktor
6
Wang, Shouyang
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Agiakloglou, Christos N.
5
Blasques, Francisco
5
Cavaliere, Giuseppe
5
Davis, Richard A.
5
Dong, Chaohua
5
Hill, Jonathan B.
5
Hong, Yongmiao
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Hounyo, Ulrich
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Inoue, Atsushi
5
Leybourne, Stephen James
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Poskitt, Donald Stephen
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Sbrana, Giacomo
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Su, Liangjun
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Sucarrat, Genaro
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Sun, Yixiao
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ECONIS (ZBW)
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 272-299
Persistent link: https://www.econbiz.de/10014339912
Saved in:
2
Testing for the appropriate level of clustering in linear regression models
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2027-2056
Persistent link: https://www.econbiz.de/10014471443
Saved in:
3
Wild bootstrap and asymptotic inference with multiway clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10012499095
Saved in:
4
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10012304028
Saved in:
5
The wild bootstrap for few (treated) clusters
MacKinnon, James G.
;
Webb, Matthew
- In:
The econometrics journal
21
(
2018
)
2
,
pp. 114-135
Persistent link: https://www.econbiz.de/10012166605
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