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~isPartOf:"Journal of econometrics"
~isPartOf:"Technological forecasting & social change : an international journal"
~subject:"Cluster-robust variance estimator"
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Cluster-robust variance estimator
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MacKinnon, James G.
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Journal of econometrics
Technological forecasting & social change : an international journal
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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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
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