Testing for the appropriate level of clustering in linear regression models
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Publication:6108339
DOI10.1016/j.jeconom.2023.03.005arXiv2301.04522MaRDI QIDQ6108339
Morten Ørregaard Nielsen, Matthew D. Webb, James G. MacKinnon
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.04522
grouped data; clustered data; wild bootstrap; robust inference; wild cluster bootstrap; CRVE; cluster-robust variance estimator