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person:"Stahlecker, Peter"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Kapetanios, George"
~person:"Kiviet, J. F."
~person:"Magnus, Jan R."
~person:"Nielsen, Morten Ørregaard"
~subject:"Regional cluster"
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Regional cluster
Estimation theory
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Bootstrap approach
5
Bootstrap-Verfahren
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Cluster analysis
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Clusteranalyse
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Cointegration
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Estimation
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Heteroscedasticity
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Heteroskedastizität
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Induktive Statistik
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Kointegration
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Regionales Cluster
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Schätzung
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Statistical inference
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cluster-robust variance estimator
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nonstationarity
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wild cluster bootstrap
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ARCH model
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ARCH-Modell
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Asymptotic normality
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Stochastic process
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Stochastischer Prozess
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clustered data
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conditional heteroskedasticity
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consistency
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deterministic trend
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fractional process
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generalized polynomial trend
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noninvertibility
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robust inference
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ARMA model
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Stahlecker, Peter
Kapetanios, George
Kiviet, J. F.
Magnus, Jan R.
Nielsen, Morten Ørregaard
MacKinnon, James G.
3
Djogbenou, Antoine A.
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Webb, Matthew
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CREATES research paper
Queen's Economics Department working paper
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ECONIS (ZBW)
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Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
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2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
2
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
3
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
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