Robust Inference with Multi-way Clustering (2006)

by A. Colin Cameron , Jonah B. Gelbach , Douglas L. Miller
Citations:273 - 5 self

Active Bibliography

7 Robust Inference with Clustered Data – A. Colin Cameron, Douglas L. Miller - 2010
1 A Practitioner's Guide to Cluster-Robust Inference – A. Colin Cameron, Douglas L. Miller - 2013
115 Bootstrap-Based Improvements for Inference with Clustered Errors – A. Colin Cameron, Jonah B. Gelbach, Douglas L. Miller - 2006
13 t−statistic based correlation and heterogeneity Robust Inference – Rustam Ibragimov, Ulrich K. Müller - 2008
405 How Much Should We Trust Differences-in-Differences Estimates? – Marianne Bertrand, Esther Duflo, SENDHIL MULLAINATHAN - 2004
1755 Economic analysis of cross section and panel data – Jeffrey M. Wooldridge
1 Panel Data inference in Finance: Least-Squares vs Fama-MacBeth” University of Maryland working paper – Georgios Skoulakis, Thomas George, Caroline Sasseville, Richard Spady - 2005
472 Expected stock returns and volatility – Kenneth R. French, G. William Schwert, Robert F. Stambaugh - 1987
390 Estimating standard errors in finance panel data sets: Comparing approaches, The Review of Financial Studies – Mitchell A. Petersen - 2009