2 papers
econ.EM2026
When Can We Trust Cluster-Robust Inference?
James G. MacKinnon
It is common when using cross-section or panel data to assign each observation to a cluster and allow for arbitrary patterns of heteroskedasticity and correlation within clusters.…
econ.EM2022
Cluster-Robust Inference: A Guide to Empirical Practice
James G. MacKinnon, Morten Ørregaard Nielsen, Matthew D. Webb
Methods for cluster-robust inference are routinely used in economics and many other disciplines. However, it is only recently that theoretical foundations for the use of these meth…