Supplementary files for
James G. MacKinnon, Morten O. Nielsen,
and Matthew D. Webb,
"Cluster-Robust Inference: A Guide to Empirical
Practice",
Journal of Econometrics, Vol. 232, 2023, pp. 272-299.
Also QED Working Paper 1456, revised 2022
guide-readme.txt
MNW-guide-datasets.zip
MNW-guide-replic-do-files.zip
Link to the published version (open access)
Link to the working paper