Inference with dependent data using cluster covariance estimators
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Publication:738071
DOI10.1016/J.JECONOM.2011.01.007zbMATH Open1441.62611OpenAlexW2128362579MaRDI QIDQ738071FDOQ738071
C. Alan Bester, Christian B. Hansen, Timothy G. Conley
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.01.007
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Cited In (44)
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- Asymptotic theory for clustered samples
- Wild Bootstrap and Asymptotic Inference With Multiway Clustering
- Inference in time series models using smoothed-clustered standard errors
- Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
- NONPARAMETRIC PREDICTION WITH SPATIAL DATA
- Fixed Bandwidth Inference for Fractional Cointegration
- Some impossibility results for inference with cluster dependence with large clusters
- Inference for spatial autoregressive models with infinite variance noises
- Simple and trustworthy cluster-robust GMM inference
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework
- Fixed-smoothing asymptotics for time series
- Inference about clustering and parametric assumptions in covariance matrix estimation
- Randomization inference for difference-in-differences with few treated clusters
- A stochastic block Ising model for multi-layer networks with inter-layer dependence
- Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects
- Inference with dependent data using cluster covariance estimators
- Inference without smoothing for large panels with cross-sectional and temporal dependence
- Cluster-robust inference: a guide to empirical practice
- Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
- Asymptotic theory and wild bootstrap inference with clustered errors
- Placebo inference on treatment effects when the number of clusters is small
- Testing for the appropriate level of clustering in linear regression models
- Spatial Correlation Robust Inference in Linear Regression and Panel Models
- A Modified Randomization Test for the Level of Clustering
- Testing for sphericity in a fixed effects panel data model
- HAC estimation in spatial panels
- Nonlinear kernel mode‐based regression for dependent data
- Inference With Dyadic Data: Asymptotic Behavior of the Dyadic-Robust t -Statistic
- Inference with difference-in-differences revisited
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference
- Consistent Community Detection in Inter-Layer Dependent Multi-Layer Networks
- Large panels with common factors and spatial correlation
- Inference and testing breaks in large dynamic panels with strong cross sectional dependence
- Autoregressive spatial spectral estimates
- Bootstrap inference under cross‐sectional dependence
- Network cluster-robust inference
- Spatial correlation robust inference
- Clustering, Spatial Correlations, and Randomization Inference
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach
- On a general class of long run variance estimators
- On a clustering criterion for dependent observations
- Robust estimation under error cross section dependence
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