Posted on 28th April 2019 by replicationnetwork
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[From the working paper, “How Cluster-Robust Inference Is Changing Applied Econometrics” by James MacKinnon, posted as a Queen’s University Working Paper] “Whenever the observations can plausibly be grouped into a set of clusters, it has become customary, indeed often mandatory,…
Category: NEWS & EVENTS
Tags: bootstrap, boottest, Cluster robust standard errors, Clusters, Hypothesis testing, Inference, James MacKinnon, Restricted wild cluster bootstrap, Stata
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