Robust IV inference with clustering dependence
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Cites work
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
- A Conditional Likelihood Ratio Test for Structural Models
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Asymptotic properties of a robust variance matrix estimator for panel data when T is large
- Asymptotic theory for clustered samples
- Channeling Fisher: randomization tests and the statistical insignificance of seemingly significant experimental results
- Conditional inference with a functional nuisance parameter
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- How Much Should We Trust Differences-In-Differences Estimates?
- scientific article; zbMATH DE number 782705 (Why is no real title available?)
- Inference with dependent data using cluster covariance estimators
- Instrumental variable estimation with first-stage heterogeneity
- Instrumental Variables Regression with Weak Instruments
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Placebo inference on treatment effects when the number of clusters is small
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
- Randomization tests under an approximate symmetry assumption
- Theory of weak identification in semiparametric models
- Unbiased instrumental variables estimation under known first-stage sign
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