Wild Bootstrap and Asymptotic Inference With Multiway Clustering

Fast and wild: Bootstrap inference in Stata using boottest

(2019) David Roodman et al.   Stata Journal

Asymptotic theory for clustered samples

(2019) Bruce E. Hansen et al.   JOURNAL OF ECONOMETRICS

Asymptotic theory and wild bootstrap inference with clustered errors

(2019) Antoine A. Djogbenou et al.   JOURNAL OF ECONOMETRICS

The wild bootstrap for few (treated) clusters

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

Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models

(2016) James E. Pustejovsky et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

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

BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP

(2011) Sílvia Gonçalves et al.   ECONOMETRIC THEORY

The wild bootstrap, tamed at last

(2008) Russell Davidson et al.   JOURNAL OF ECONOMETRICS