Fast and wild: Bootstrap inference in Stata using boottest

The wild bootstrap for few (treated) clusters

(2018) James G. MacKinnon et al.   Econometrics Journal

Pre-Colonial Ethnic Institutions and Contemporary African Development

(2013)   ECONOMETRICA

Confidence sets based on inverting Anderson-Rubin tests

(2013) Russell Davidson et al.   Econometrics Journal

Robust Inference With Multiway Clustering

(2011) A. Colin Cameron et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Inference with dependent data using cluster covariance estimators

(2011) C. Alan Bester et al.   JOURNAL OF ECONOMETRICS

Wild Bootstrap Tests for IV Regression

(2009) Russell Davidson et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression

(2008) James H. Stock et al.   ECONOMETRICA

The wild bootstrap, tamed at last

(2008) Russell Davidson et al.   JOURNAL OF ECONOMETRICS