Some impossibility results for inference with cluster dependence with large clusters

DOI10.1016/j.jeconom.2023.105524arXiv2109.03971OpenAlexW3200816500MaRDI QIDQ6090604

Kyungchul Song, Denis Kojevnikov

Publication date: 17 November 2023

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

Full work available at URL: https://arxiv.org/abs/2109.03971

zbMATH Keywords

local dependencecluster dependenceconsistent discriminationconsistent estimation of long-run variancelog likelihood processunknown dependence structure

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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