Cluster-Sample Methods in Applied Econometrics

By Jeffrey M. Wooldridge. 2003

1,288 citations recorded by the source corpus.

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Citations in the corpus

Synthetic Control Methods for Comparative Case Studies: Estimating the Effect of California’s Tobacco Control Program (2010, neutral): “In addition, we adopt the terms “region” or “unit” and “intervention” or “treatment,” which can be substituted for “country,” “state,” “city,” etc. and “event,” “shock,” “law,” etc., respectively for specific applications.”
Does Culture Influence Asset Managers? Views and Behavior? (2008, methodology): “Asterisks refer to level of significance: * 10%, ** 5%, *** 1%. cording to Wooldridge (2003, 2006).”
Policy uncertainty, derivatives use, and firm-level FDI (2017, neutral): “As in Wooldridge (2003), our model specification can be referred to as a hierarchical linear model (HLM).”
The impact of entrepreneurship education on entrepreneurship skills and motivation (2010, background): “Wooldridge (2006) argues, however, that this criticism is ‘‘indistinguishable from a common question raised in any difference-in-differences analysis: How can we be sure that any observed differences in means is due entirely to the policy change?’’”
Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models (2016, background): “The consistency property of CRVEs is asymptotic in the number of independent clusters (Wooldridge 2003).”
The Use (and Abuse) of Meta-Analysis in Environmental and Natural Resource Economics: An Assessment (2009, neutral): “Wooldridge (2003) surveys this problem, noting difficulties when the number of clusters is small.”
The Short-Term Mortality Consequences of Income Receipt (2011, background): “While we anticipate there is some autocorrelation in mortality rates, Monte Carlo estimates suggest that Huber/White-type procedures allowing for arbitrary correlation in errors perform poorly when the number of groups is small (Wooldridge, 2003).”
Naturally Occurring Preferences and Exogenous Laboratory Experiments: A Case Study of Risk Aversion (2007, background): “Wooldridge (2003) reviewed some issues in the use of clustering for panel effects, in particular noting that significant inferential problems may arise with small numbers of panels.”
A Practitioner’s Guide to Cluster-Robust Inference (2015, background): “Cameron and Miller (2011) and Wooldridge (2003, 2006) provide surveys, and lengthy expositions are given in Angrist and Pischke (2009) and Wooldridge (2010).”
What’s trending in difference-in-differences? A synthesis of the recent econometrics literature (2022, neutral): “The variance σ 2 is consistently estimable using standard clustering methods that allow for arbitrary serial correlation at the unit level (Liang and Zeger, 1986; Arellano, 1987; Wooldridge, 2003; Bertrand et al., 2004).”