Cover Image

Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Sasaki, Yuya, Wang, Yulong
Format:	Preprint
Published:	2022
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Genuinely Robust Inference for Clustered Data
by: Chiang, Harold D., et al.
Published: (2023)

Robust Econometrics for Growth-at-Risk
by: Adrian, Tobias, et al.
Published: (2025)

Non-Existent Moments of Earnings Growth
by: Sarpietro, Silvia, et al.
Published: (2022)

Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
by: Sasaki, Yuya, et al.
Published: (2024)

Cluster-Robust Inference for Quadratic Forms
by: Kolesár, Michal, et al.
Published: (2026)

Doubly Robust Estimators with Weak Overlap
by: Ma, Yukun, et al.
Published: (2023)

Refined Cluster Robust Inference
by: Gafarov, Bulat, et al.
Published: (2026)

When Can We Trust Cluster-Robust Inference?
by: MacKinnon, James G.
Published: (2026)

High-Dimensional Tail Index Regression
by: Sasaki, Yuya, et al.
Published: (2024)

Estimation and Inference for Causal Functions with Multiway Clustered Data
by: Liu, Nan, et al.
Published: (2024)

Inference on Buffer‐Stock Saving
by: Hao Dong, et al.
Published: (2026)

Robust Inference with High-Dimensional Instruments
by: Feng, Qu, et al.
Published: (2025)

Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data
by: Lee, Ji Hyung, et al.
Published: (2022)

Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network
by: Chen, Lin, et al.
Published: (2025)

Initial-Condition-Robust Inference in Autoregressive Models
by: Andrews, Donald W. K., et al.
Published: (2026)

From Replications to Revelations: Heteroskedasticity-Robust Inference
by: Kranz, Sebastian
Published: (2024)

Robust Inference in Locally Misspecified Bipartite Networks
by: Candelaria, Luis E., et al.
Published: (2024)

Robust Bayesian Method for Refutable Models
by: Liao, Moyu
Published: (2024)

On Robust Inference in Time Series Regression
by: Baillie, Richard T., et al.
Published: (2022)

How Robust are Robustness Checks?
by: Prallon, Brenda
Published: (2026)

GMM and M Estimation under Network Dependence
by: Sasaki, Yuya
Published: (2025)

Slow Movers in Panel Data
by: Sasaki, Yuya, et al.
Published: (2021)

The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
by: Park, Yechan, et al.
Published: (2024)

A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data
by: Park, Yechan, et al.
Published: (2024)

Extremal Quantiles under Two-Way Clustering
by: Chiang, Harold D., et al.
Published: (2024)

Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation
by: Akgun, Oguzhan, et al.
Published: (2025)

Robust Two-Sample Mean Inference under Serial Dependence
by: Hounyo, Ulrich, et al.
Published: (2025)

Robust Estimation and Inference for High-Dimensional Panel Data Models
by: Gao, Jiti, et al.
Published: (2024)

Robust Estimation and Inference in Panels with Interactive Fixed Effects
by: Armstrong, Timothy B., et al.
Published: (2022)

Serial-Dependence and Persistence Robust Inference in Predictive Regressions
by: Pitarakis, Jean-Yves
Published: (2025)

Local Projection Inference is Simpler and More Robust Than You Think
by: Olea, José Luis Montiel, et al.
Published: (2020)

Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
by: Lee, Seojeong
Published: (2018)

Matching $\leq$ Hybrid $\leq$ Difference in Differences
by: Park, Yechan, et al.
Published: (2024)

Sparse VARs Do Not Imply Sparse Local Projections: Robust Inference for High-Dimensional Granger Causality
by: Dettaa, Eugene, et al.
Published: (2024)

Cohort-Anchored Robust Inference for Event-Study with Staggered Adoption
by: Liu, Ziyi
Published: (2025)

Robust Estimation and Inference for Categorical Data
by: Welz, Max
Published: (2024)

Nonparametric Regression under Cluster Sampling
by: Shimizu, Yuya
Published: (2024)

A Doubly Robust GMM Estimator for Sequential Non-monotone Missingness
by: Yang, Shenshen
Published: (2022)

Inference in Auctions with Many Bidders Using Transaction Prices
by: Bugni, Federico A., et al.
Published: (2023)

Counterfactual Sensitivity and Robustness
by: Christensen, Timothy, et al.
Published: (2019)