Professor Jungbin Hwang publishes “Simple and Trustworthy Cluster-Robust GMM Inference” in the Journal of Econometrics

Professor Jungbin Hwang has had his article Simple and Trustworthy Cluster-Robust GMM Inference accepted for publication in the Journal of Econometrics, a top field-journal in econometrics. This paper develops a new asymptotic theory for GMM estimation and inference in the presence of clustered dependence. The key feature of the alternative asymptotic is that the number … Continue reading Professor Jungbin Hwang publishes “Simple and Trustworthy Cluster-Robust GMM Inference” in the Journal of Econometrics