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Robust Inference with Clustered Data

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References

2001Econometric Analysis of Cross Section and Panel Data27,575 cited
2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
2008Bootstrap-Based Improvements for Inference with Clustered Errors4,311 cited
2011Robust Inference With Multiway Clustering3,199 cited
1999GMM estimation with cross sectional dependence2,683 cited
1990An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units2,634 cited
1986Random group effects and the precision of regression estimates1,627 cited
2010Simple formulas for standard errors that cluster by both firm and time1,515 cited
1987PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators *1,449 cited
2007Inference with Difference-in-Differences and Other Panel Data1,316 cited
2003Cluster-Sample Methods in Applied Econometrics1,219 cited
2008Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression609 cited
2009The Effects of High Stakes High School Achievement Awards: Evidence from a Randomized Trial397 cited
2004

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Robust Standard Error Estimation in Fixed-Effects Panel Models

347 cited

2006Asymptotic properties of a robust variance matrix estimator for panel data when is large292 cited

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