Social capital I: measurement and associations with economic mobility

R Chetty, MO Jackson, T Kuchler, J Stroebel… - Nature, 2022 - nature.com
Social capital—the strength of an individual's social network and community—has been
identified as a potential determinant of outcomes ranging from education to health …

[HTML][HTML] Cluster-robust inference: A guide to empirical practice

JG MacKinnon, MØ Nielsen, MD Webb - Journal of Econometrics, 2023 - Elsevier
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 …

Dyadic regression

BS Graham - The econometric analysis of network data, 2020 - Elsevier
Dyadic data, where outcomes reflecting pairwise interaction among sampled units are of
primary interest, arise frequently in social science research. Regression analyses with such …

Statistical inference with regularized optimal transport

Z Goldfeld, K Kato, G Rioux… - Information and Inference …, 2024 - academic.oup.com
Optimal transport (OT) is a versatile framework for comparing probability measures, with
many applications to statistics, machine learning and applied mathematics. However, OT …

Network data

BS Graham - Handbook of econometrics, 2020 - Elsevier
Many economic activities are embedded in networks: sets of agents and the (often) rivalrous
relationships connecting them to one another. Input sourcing by firms, interbank lending …

Bootstrap with cluster‐dependence in two or more dimensions

K Menzel - Econometrica, 2021 - Wiley Online Library
We propose a bootstrap procedure for data that may exhibit cluster‐dependence in two or
more dimensions. The asymptotic distribution of the sample mean or other statistics may be …

Limit theorems for distributions invariant under groups of transformations

M Austern, P Orbanz - The Annals of Statistics, 2022 - projecteuclid.org
Limit theorems for distributions invariant under groups of transformations Page 1 The Annals of
Statistics 2022, Vol. 50, No. 4, 1960–1991 https://doi.org/10.1214/21-AOS2165 © Institute of …

Multiway cluster robust double/debiased machine learning

HD Chiang, K Kato, Y Ma, Y Sasaki - Journal of Business & …, 2022 - Taylor & Francis
This article investigates double/debiased machine learning (DML) under multiway clustered
sampling environments. We propose a novel multiway cross-fitting algorithm and a multiway …

[HTML][HTML] Testing for the appropriate level of clustering in linear regression models

JG MacKinnon, MØ Nielsen, MD Webb - Journal of Econometrics, 2023 - Elsevier
The overwhelming majority of empirical research that uses cluster-robust inference assumes
that the clustering structure is known, even though there are often several possible ways in …

When and how to deal with clustered errors in regression models

JG MacKinnon, M Webb - 2019 - econstor.eu
We discuss when and how to deal with possibly clustered errors in linear regression models.
Specifically, we discuss situations in which a regression model may plausibly be treated as …