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In this article we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM. This variance estimator enables cluster-robust inference when there is two-way or multiway clustering that is nonnested. The variance estimator extends the...
Persistent link: https://www.econbiz.de/10010825868
Researchers have increasingly realized the need to account for within-group dependence in estimating standard errors of regression parameter estimates. The usual solution is to calculate cluster-robust standard errors that permit heteroskedasticity and within-cluster error correlation, but...
Persistent link: https://www.econbiz.de/10005740813
Persistent link: https://www.econbiz.de/10009358080
In this paper we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit and GMM. This variance estimator enables cluster-robust inference when there is two-way or multi-way clustering that is non-nested. The variance estimator extends the...
Persistent link: https://www.econbiz.de/10008620338
More than 35% of Thai households either give or receive remittances, and remittances account for about one-third of the income of the receiving households. Remittance relationships may be an important source of protection against adverse events for the individuals involved. This paper provides...
Persistent link: https://www.econbiz.de/10005420001
We consider statistical inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated within clusters. Examples include data on individuals with clustering on village or region or other category such as industry, and...
Persistent link: https://www.econbiz.de/10011268388
In this paper, we examine how business cycles affect labor market outcomes in the United States. We conduct a detailed analysis of how cycles affect outcomes differentially across persons of differing age, education, race, and gender, and we compare the cyclical sensitivity during the Great...
Persistent link: https://www.econbiz.de/10010815793
Consider this seeming paradox: when economic times are good, deaths in the United States increase. The reasons for this economic impact on mortality are not well understood, but the negative health effects of over-work, stress, and work-related behavior are often cited as culprits. However, this...
Persistent link: https://www.econbiz.de/10010896049
In this paper we estimate the causal effects on child mortality from moving into less distressed neighborhood environments. We match mortality data covering the period from 1997 to 2009 with information on every child in public housing that applied for a housing voucher in Chicago in 1997...
Persistent link: https://www.econbiz.de/10010870769
Persistent link: https://www.econbiz.de/10004999889