Files for MacKinnon and Webb (The Econometrics Journal, forthcoming)

This directory contains a .do file and a .dta file to replicate the empirical example in

James G. MacKinnon and Matthew D. Webb, "The wild bootstrap for few (treated) clusters", The Econometrics Journal, forthcoming, and QED Working Paper No. 1364, 2017.

To get this to run, one needs to set the PATH at the top to where the dataset is stored. Or open the dataset first and then hit run.

  • MW-SUB.do
  • tab_5_4.dta