聚类稳健推断:实证实践指南

Cluster-robust inference: A guide to empirical practice

Journal of Econometrics · 2022
被引 244 · 同刊同年前 1%
人大 AABS 4

中文导读

基于最新的计量经济学理论和模拟证据,为经济学及其他学科中聚类稳健推断方法的实证应用提供操作指南,并附有最低工资对青少年劳动供给影响的实证分析。

Abstract

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 methods in many empirically relevant situations have been developed. In this paper, we use these theoretical results to provide a guide to empirical practice. We do not attempt to present a comprehensive survey of the (very large) literature. Instead, we bridge theory and practice by providing a thorough guide on what to do and why, based on recently available econometric theory and simulation evidence. To practice what we preach, we include an empirical analysis of the effects of the minimum wage on labor supply of teenagers using individual data.

聚类稳健推断计量经济学方法最小工资效应