Testing for the appropriate level of clustering in linear regression models

DOI10.1016/j.jeconom.2023.03.005arXiv2301.04522OpenAlexW3016532689MaRDI 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

zbMATH Keywords

grouped dataclustered datawild bootstraprobust inferencewild cluster bootstrapCRVEcluster-robust variance estimator

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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