The wild bootstrap for few (treated) clusters

DOI10.1111/ECTJ.12107OpenAlexW2770073130MaRDI QIDQ5084372

James G. MacKinnon, Matthew D. Webb

Publication date: 24 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/274690/files/qed_wp_1364.pdf

zbMATH Keywords

grouped dataclustered datawild bootstraprobust inferencedifference-in-differenceswild cluster bootstrapcluster-robust variance estimatorsubclusteringtreatment model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (9)

Using large samples in econometrics ⋮ Testing for the appropriate level of clustering in linear regression models ⋮ What's trending in difference-in-differences? A synthesis of the recent econometrics literature ⋮ Cluster-robust inference: a guide to empirical practice ⋮ Perceptions of farm size heterogeneity and demand for group index insurance ⋮ Randomization inference for difference-in-differences with few treated clusters ⋮ Difference-in-differences with multiple time periods ⋮ Asymptotic theory for clustered samples ⋮ Asymptotic theory and wild bootstrap inference with clustered errors

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