[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G.
In: Papers.
RePEc:arx:papers:2301.04527.

Full description at Econpapers || Download paper

Cited: 6

Citations received by this document

Cites: 40

References cited by this document

Cocites: 24

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. The effects of residential landlord–tenant laws: New evidence from Canadian reforms using census data. (2024). Gold, Daniel E ; Clarke, Dylan R.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:140:y:2024:i:c:s0094119024000019.

    Full description at Econpapers || Download paper

  2. Motivating collusion. (2024). Aldokas, Alminas ; Ma, Fangyuan ; Ha, Sangeun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000217.

    Full description at Econpapers || Download paper

  3. How price-gouging regulation undermined COVID-19 mitigation: county-level evidence of unintended consequences. (2023). Roberts, Gavin ; Chakraborti, Rik.
    In: Public Choice.
    RePEc:kap:pubcho:v:196:y:2023:i:1:d:10.1007_s11127-023-01054-z.

    Full description at Econpapers || Download paper

  4. Testing for the appropriate level of clustering in linear regression models. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:235:y:2023:i:2:p:2027-2056.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Akhtari M, Moreira D, Trucco L. 2022. Political turnover, bureaucratic turnover, and the quality of public services. American Economic Review 112: 442–493.

  2. Bell RM, McCaffrey DF. 2002. Bias reduction in standard errors for linear regression with multistage samples. Survey Methodology 28: 169–181.
    Paper not yet in RePEc: Add citation now

  3. Bester CA, Conley TG, Hansen CB. 2011. Inference with dependent data using cluster covariance estimators. Journal of Econometrics 165: 137–151.

  4. Brewer M, Crossley TF, Joyce R. 2018. Inference with difference-in-differences revisited. Journal of Econometric Methods 7: 1–16.

  5. Cameron AC, Gelbach JB, Miller DL. 2008. Bootstrap-based improvements for inference with clustered errors. Review of Economics and Statistics 90: 414–427.

  6. Cameron AC, Miller DL. 2015. A practitioner’s guide to cluster-robust inference. Journal of Human Resources 50: 317–372.

  7. Canay IA, Santos A, Shaikh A. 2021. The wild bootstrap with a “small” number of “large” clusters. Review of Economics and Statistics 103: 346–363.

  8. Carter AV, Schnepel KT, Steigerwald DG. 2017. Asymptotic behavior of a t test robust to cluster heterogeneity. Review of Economics and Statistics 99: 698–709.

  9. Conley TG, Gonçalves S, Hansen CB. 2018. Inference with dependent data in accounting and finance applications. Journal of Accounting Research 56: 1139–1203.

  10. Davidson R, Flachaire E. 2008. The wild bootstrap, tamed at last. Journal of Econometrics 146: 162–169.

  11. Davidson R, MacKinnon JG. 1993. Estimation and Inference in Econometrics. New York: Oxford University Press.

  12. Davidson R, MacKinnon JG. 2006. The power of bootstrap and asymptotic tests. Journal of Econometrics 133: 421–441.

  13. Djogbenou AA, MacKinnon JG, Nielsen MØ. 2019. Asymptotic theory and wild bootstrap inference with clustered errors. Journal of Econometrics 212: 393–412.

  14. Efron B. 1981. Nonparametric estimates of standard error: The jackknife, the bootstrap and other methods. Biometrika 68: 589–599.
    Paper not yet in RePEc: Add citation now
  15. Fischer A. 2022. summclust: Module to compute influence and leverage statistics for regression models with clustered errors (version 0.5).
    Paper not yet in RePEc: Add citation now
  16. Hansen BE. 2022. Jackknife standard errors for clustered regression. Working paper, University of Wisconsin.
    Paper not yet in RePEc: Add citation now
  17. Hu A, Spamann H. 2020. Inference with cluster imbalance: The case of state corporate laws. Discussion paper, Harvard Law School.
    Paper not yet in RePEc: Add citation now

  18. Imbens GW, Kolesár M. 2016. Robust standard errors in small samples: Some practical advice. Review of Economics and Statistics 98: 701–712.

  19. Kline P, Santos A. 2012. A score based approach to wild bootstrap inference. Journal of Econometric Methods 1: 23–41.

  20. MacKinnon JG, Nielsen MØ, Webb MD. 2022a. Cluster-robust inference: A guide to empirical practice. Journal of Econometrics : to appear.
    Paper not yet in RePEc: Add citation now
  21. MacKinnon JG, Nielsen MØ, Webb MD. 2022b. Leverage, influence, and the jackknife in clustered regression models: Reliable inference using summclust. QED Working Paper 1483, Queen’s University.
    Paper not yet in RePEc: Add citation now
  22. MacKinnon JG, Nielsen MØ, Webb MD. 2022c. summclust: Stata module to compute cluster level measures of leverage, influence, and a cluster jackknife variance estimator.
    Paper not yet in RePEc: Add citation now

  23. MacKinnon JG, Webb MD. 2018. The wild bootstrap for few (treated) clusters. Econometrics Journal 21: 114–135.

  24. MacKinnon JG, White H. 1985. Some heteroskedasticity consistent covariance matrix estimators with improved finite sample properties. Journal of Econometrics 29: 305–325.

  25. MacKinnon JG. 2013. Thirty years of heteroskedasticity-robust inference. In Chen X, Swanson NR (eds.) Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis. Springer, 437–461.
    Paper not yet in RePEc: Add citation now
  26. MacKinnon JG. 2022. Fast cluster bootstrap methods for linear regression models. Econometrics and Statistics : to appear.
    Paper not yet in RePEc: Add citation now
  27. Miller RG. 1974. The jackknife–a review. Biometrika 61: 1–15.
    Paper not yet in RePEc: Add citation now
  28. Neumark D. 2019. State minimum wage data set through Sept. 2019.
    Paper not yet in RePEc: Add citation now

  29. Niccodemi G, Wansbeek T. 2022. A new estimator for standard errors with few unbalanced clusters. Econometrics 10: 1–7.

  30. Pustejovsky JE, Tipton E. 2018. Small sample methods for cluster-robust variance estimation and hypothesis testing in fixed effects models. Journal of Business & Economic Statistics 36: 672–683.

  31. Racine JS, MacKinnon JG. 2007. Simulation-based tests that can use any number of simulations. Communications in Statistics–Simulation and Computation 36: 357–365.
    Paper not yet in RePEc: Add citation now

  32. Roodman D, MacKinnon JG, Nielsen MØ, Webb MD. 2019. Fast and wild: Bootstrap inference in Stata using boottest. Stata Journal 19: 4–60.

  33. Spamann H, Wilkinson C. 2019. Historic state-of-incorporation data 1994-2019. Data and EDGAR scraping R script, Harvard Dataverse.
    Paper not yet in RePEc: Add citation now
  34. URL http://www.economics.uci.edu/~dneumark/datasets.html Niccodemi G, Alessie R, Angelini V, Mierau J, Wansbeek T. 2020. Refining clustered standard errors with few clusters. Working Paper 2020002-EEF, University of Groningen.
    Paper not yet in RePEc: Add citation now
  35. URL https://cran.r-project.org/package=fwildclusterboot Hall P. 1992. The Bootstrap and Edgeworth Expansion. New York: Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  36. URL https://cran.r-project.org/package=summclust Fischer A, Roodman D. 2022. fwildclusterboot: Fast wild cluster bootstrap inference for linear regression models (version 0.12.3).
    Paper not yet in RePEc: Add citation now
  37. URL https://doi.org/10.7910/DVN/KBPZ5V Tukey JW. 1958. Bias and confidence in not quite large samples. Annals of Mathematical Statistics 29: 614.
    Paper not yet in RePEc: Add citation now

  38. URL https://ideas.repec.org/c/boc/bocode/s459072.html MacKinnon JG, Webb MD. 2017. Wild bootstrap inference for wildly different cluster sizes. Journal of Applied Econometrics 32: 233–254.

  39. Webb MD. 2022. Reworking wild bootstrap based inference for clustered errors. Canadian Journal of Economics : to appear.
    Paper not yet in RePEc: Add citation now

  40. Xu G. 2018. The costs of patronage: Evidence from the British empire. American Economic Review 108: 3170–3198.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impacts of political uncertainty on public financing costs: evidence from anti-corruption investigations in China. (2024). Ouyang, Yiling ; Chen, Fukang ; Gao, Haoyu.
    In: Public Choice.
    RePEc:kap:pubcho:v:198:y:2024:i:1:d:10.1007_s11127-023-01111-7.

    Full description at Econpapers || Download paper

  2. Teacher-led innovations to improve education outcomes: Experimental evidence from Brazil. (2024). Piza, Caio ; Dantas, Rafael ; Ruzzante, Matteo ; Zwager, Astrid ; Loureiro, Andre.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:234:y:2024:i:c:s0047272724000598.

    Full description at Econpapers || Download paper

  3. Farewell President! Political favoritism, economic inequality, and political polarization. (2024). Swee, Eik Leong ; Cheng, Hui-Pei.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001271.

    Full description at Econpapers || Download paper

  4. Political risk of green public procurement and firms green innovation. (2024). Liu, Chengxin ; Huang, Xiang ; Wang, Jiaxin ; Song, Zilong ; Sun, DI.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002654.

    Full description at Econpapers || Download paper

  5. Winning and losing the resource lottery: Governance after uncertain oil discoveries. (2024). Katovich, Erik S.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823001608.

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. Fast and reliable jackknife and bootstrap methods for cluster?robust inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:38:y:2023:i:5:p:671-694.

    Full description at Econpapers || Download paper

  8. How does industry-university-research collaborative innovation affect energy intensity in China: a novel explanation based on political turnover. (2023). Zhang, Guoxing ; Cao, Dongqin ; Yang, Guanglei.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02061-7.

    Full description at Econpapers || Download paper

  9. Vertical transfers, political alignment, and efficiency in local government. (2023). Tortosa-Ausina, Emili ; Prior, Diego ; Balaguer-Coll, Maria Teresa ; Narbon-Perpia, Isabel.
    In: Working Papers.
    RePEc:jau:wpaper:2023/08.

    Full description at Econpapers || Download paper

  10. Campaign Connections. (2023). Labanca, Claudio ; Bazzi, Samuel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp16166.

    Full description at Econpapers || Download paper

  11. Occupy government: Democracy and the dynamics of personnel decisions and public finances. (2023). Ferreira, Fernando ; Barbosa, Klenio.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:221:y:2023:i:c:s0047272723000385.

    Full description at Econpapers || Download paper

  12. Political Turnover Negatively Affects the Quality of Public Services: A Replication. (2023). Gallegos, Sebastian.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:212:y:2023:i:c:p:796-818.

    Full description at Econpapers || Download paper

  13. Building networks: Investigating the quid pro quo between local politicians & developers. (2023). Tabarrok, Alexander ; Gandhi, Sahil ; Tandel, Vaidehi.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:164:y:2023:i:c:s0304387823000937.

    Full description at Econpapers || Download paper

  14. The Politics of Public Service Reform: Experimental Evidence from Liberia. (2023). Sandholtz, Wayne.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10633.

    Full description at Econpapers || Download paper

  15. Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G.
    In: Papers.
    RePEc:arx:papers:2301.04527.

    Full description at Econpapers || Download paper

  16. Government Turnover and External Financial Assistance. (2023). Felipe, Carozzi ; Andres, Gago ; Jose, Abad ; Vicente, Bermejo.
    In: Asociación Argentina de Economía Política: Working Papers.
    RePEc:aep:anales:4655.

    Full description at Econpapers || Download paper

  17. .

    Full description at Econpapers || Download paper

  18. .

    Full description at Econpapers || Download paper

  19. .

    Full description at Econpapers || Download paper

  20. Electoral Turnovers. (2022). Marx, Benjamin ; Rollet, Vincent ; Pons, Vincent.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03873765.

    Full description at Econpapers || Download paper

  21. Electoral Turnovers. (2022). Rollet, Vincent ; Pons, Vincent ; Marx, Benjamin.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03812816.

    Full description at Econpapers || Download paper

  22. .

    Full description at Econpapers || Download paper

  23. An assessment of the effect of partisan ideology on shale gas production and the implications for environmental regulations. (2021). Chang, Chun-Ping ; Zhao, Xinxin ; Zheng, Mingbo ; Li, Boying.
    In: Economic Systems.
    RePEc:eee:ecosys:v:45:y:2021:i:3:s0939362521000558.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-29 02:57:14 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.