Cluster-robust inference: A guide to empirical practice

Empirical process results for exchangeable arrays

(2021) Laurent Davezies et al.   ANNALS OF STATISTICS

Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects

(2021) Alberto Abadie   JOURNAL OF ECONOMIC LITERATURE

Randomization inference for difference-in-differences with few treated clusters

(2020) James G. MacKinnon et al.   JOURNAL OF ECONOMETRICS

Simple and trustworthy cluster-robust GMM inference

(2020) Jungbin Hwang   JOURNAL OF ECONOMETRICS

Difference-in-Differences with multiple time periods

(2020) Brantly Callaway et al.   JOURNAL OF ECONOMETRICS

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

Placebo inference on treatment effects when the number of clusters is small

(2019) Andreas Hagemann   JOURNAL OF ECONOMETRICS

Wild Bootstrap and Asymptotic Inference With Multiway Clustering

(2019) James G. MacKinnon et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

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

PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within-groups Estimators*

(2010) M. Arellano   OXFORD BULLETIN OF ECONOMICS AND STATISTICS

t-Statistic Based Correlation and Heterogeneity Robust Inference

(2009) Rustam Ibragimov et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

The wild bootstrap, tamed at last

(2008) Russell Davidson et al.   JOURNAL OF ECONOMETRICS