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~accessRights:"restricted"
~person:"MacKinnon, James G."
~source:"econis"
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Bootstrap approach
5
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Cluster analysis
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Clusteranalyse
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Estimation theory
5
Schätztheorie
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Cluster-robust variance estimator
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Wild cluster bootstrap
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Grouped data
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MacKinnon, James G.
Tsionas, Efthymios G.
42
Gao, Jiti
28
Lee, Lung-fei
27
Phillips, Peter C. B.
27
Linton, Oliver
24
Parmeter, Christopher F.
23
Zhang, Xinyu
23
Baltagi, Badi H.
22
Su, Liangjun
22
Kumbhakar, Subal
20
Tu, Yundong
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Cai, Zongwu
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Ullah, Aman
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Marcellino, Massimiliano
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Wooldridge, Jeffrey M.
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Bera, Anil K.
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Chen, Songnian
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Kapetanios, George
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Li, Qi
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Sentana, Enrique
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Li, Degui
14
Peng, Bin
14
Sun, Yiguo
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Westerlund, Joakim
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Escanciano, Juan Carlos
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Hsiao, Cheng
13
Kilian, Lutz
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Zhou, Qiankun
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Bai, Jushan
12
Francq, Christian
12
Inoue, Atsushi
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Jin, Fei
12
Li, Kunpeng
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Otsu, Taisuke
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Peng, Liang
12
Simar, Léopold
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Dufour, Jean-Marie
11
Florens, Jean-Pierre
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Hahn, Jinyong
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The econometrics journal
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ECONIS (ZBW)
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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
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2
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
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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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