Reworking wild bootstrap‐based inference for clustered errors.
Cluster‐robust inference is increasingly common in empirical research. With few clusters, inference is often conducted using the wild cluster bootstrap. With conventional bootstrap weights the set of valid P$$ P $$‐values can create ambiguities in inference. I consider several modifications to the b...
| Publicado en: | Canadian Journal of Economics Vol. 56; no. 3; pp. 839 - 859 |
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| Formato: | Artículo |
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Wiley-Blackwell
Aug2023
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| Acceso en línea: | Ver este registro en EBSCOhost |