Robust Inference With Multiway Clustering
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- 1 April 2011
- journal article
- Published by Taylor & Francis in Journal of Business & Economic Statistics
- Vol. 29 (2) , 238-249
- https://doi.org/10.1198/jbes.2010.07136
Abstract
In this article we propose a variance estimator for the OLS estimator as well as for nonlinear estimators such as logit, probit, and GMM. This variance estimator enables cluster-robust inference wh...Keywords
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