Testing for the appropriate level of clustering in linear regression models-Reference-Cited by-同舟云学术

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Testing for the appropriate level of clustering in linear regression models

Published:2023-08 Issue:2 Volume:235 Page:2027-2056
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

MacKinnon James G.,Nielsen Morten Ørregaard,Webb Matthew D.

Funder

Social Sciences and Humanities Research Council of Canada

Danish National Research Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference52 articles.

1. When should you adjust standard errors for clustering?;Abadie;Q. J. Econ.,2023

2. The econometrics of randomized experiments;Athey,2017

3. Testing hypotheses concerning unions of linear subspaces;Berger;J. Amer. Statist. Assoc.,1984

4. How much should we trust differences-in-differences estimates?;Bertrand;Q. J. Econ.,2004

5. Inference with dependent data using cluster covariance estimators;Bester;J. Econometrics,2011

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