fast and reliable jackknife and bootstrap methods for cluster-robust inference (replication data)

The paper contains three empirical examples. In each case, there is a data file in CSV format, a Stata DO file, and the output file produced by running the DO file. All nine files are ASCII files in DOS format, stored in a single ZIP file.

Data and Resources

Suggested Citation

MacKinnon, James G.; Nielsen, Morten ├śrregaard; Webb, Matthew D. (2023): Fast and reliable jackknife and bootstrap methods for cluster-robust inference (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2023042.1653281787

JEL Codes