Robust Inference With Multiway Clustering

By Colin Cameron, Jonah B. Gelbach, Douglas J. Miller, U. C.-Davis. 2006

2,871 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/3b3e6989bcfd3ef9354afc328ecf3e734d6f3bd4

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In Economics and Econometrics

Citations in the corpus

Do Parents Value School Effectiveness? (2020, background): “14 by Cameron et al. (2011) to double-cluster inference by cell and school.”
The dynamics of behavior change: Evidence from energy conservation (2016, methodology): “In supplemental analyses, we implemented multi-way clustering using procedures described in Cameron et al. 2011) and Thompson (2011) to account for dependence in group and time dimensions.”
Trade Crisis? What Trade Crisis? (2013, methodology): “Having data that vary along three dimensions, we follow the procedure developed by Cameron, Gelbach, and Miller (2011) and apply multilevel clustering to obtain more reliable standard errors.”
An Analysis of Managerial Use and Market Consequences of Earnings Management and Expectation Management (2011, methodology): “27 To account for potential cross-sectional and time-series correlations in returns, standard errors used are robust to clustering at the firm and calendar quarter levels (Cameron et al. 2011; Gow et al. 2010; Petersen 2009).”
Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research (2010, positive): “For CL-i, CL-t, and CL-2 we use critical values based on the t-distribution with degrees-of-freedom equal to the smallest number of clusters along either dimension (Cameron et al. 2009).”
Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models (2016, methodology): “2 estimator and AHT testing procedure for weighted least squares estimation of linear regression models. Extensions to linear regression models with clustering in multiple, non-nested dimensions (cf. Cameron et al. 2011) appear to be possible, and their utility should be further investigated. McCare”
Uncertainty, Financial Frictions, and Investment Dynamics (2014, methodology): “We use the common (time-varying) component of this uncertainty measure to examine the dynamic interaction between output, investment, uncertainty, and credit spreads on corporate debt—an indicator of the degree of financial frictions—within a structural vector autoregression (VAR) framework.”
Land property rights, agricultural intensification, and deforestation in Indonesia (2018, methodology): “We account for possible heteroscedasticity by using cluster-corrected standard errors (Pepper, 2002; Cameron et al., 2011).”
Early Life Circumstance and Adult Mental Health (2019, methodology): “Second, we report Cameron et al. (2011) standard errors clustered by both enumeration area and year of birth or by both region of birth and year of birth.”
Weak States: Causes and Consequences of the Sicilian Mafia (2019, methodology): “A dummy variable for direct access to one of the postal roads is coded from the detailed maps compiled by Cary (1799) and digitized by Buonanno et al.”