2 papers
math.ST2019
On the construction of confidence intervals for ratios of expectations
Alexis Derumigny, Lucas Girard, Yannick Guyonvarch
In econometrics, many parameters of interest can be written as ratios of expectations. The main approach to construct confidence intervals for such parameters is the delta method.…
econ.EM2018
Asymptotic results under multiway clustering
Laurent Davezies, Xavier D'Haultfoeuille, Yannick Guyonvarch
If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We…