Using large samples in econometrics

DOI10.1016/j.jeconom.2022.05.005OpenAlexW4295993528MaRDI QIDQ6108284

James G. MacKinnon

Publication date: 29 June 2023

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

Full work available at URL: http://hdl.handle.net/10419/260487

zbMATH Keywords

bootstrapstatistical inferenceclustered datajackknifestatistical computation

Mathematics Subject Classification ID

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

Cites Work

• Empirical process results for exchangeable arrays
• Asymptotic theory and wild bootstrap inference with clustered errors
• How Much Should We Trust Differences-In-Differences Estimates?
• The wild bootstrap for few (treated) clusters
• Robust Inference With Multiway Clustering
• Cross-Section Regression with Common Shocks
• Bootstrap With Cluster‐Dependence in Two or More Dimensions

This page was built for publication: Using large samples in econometrics