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econ.EM2023★ 1 cited
Design-Based Multi-Way Clustering
Luther Yap
This paper extends the design-based framework to settings with multi-way cluster dependence, and shows how multi-way clustering can be justified when clustered assignment and clust…
econ.EM2023
Asymptotic Theory for Two-Way Clustering
Luther Yap
This paper proves a new central limit theorem for a sample that exhibits two-way dependence and heterogeneity across clusters. Statistical inference for situations with both two-wa…