bootstrap

Bootstrap Inference using boottest

Roodman D, MacKinnon JG, Nielsen MO, Webb MD. Fast and Wild: Bootstrap Inference in Stata Using boottest. Queen’s Economics Department. Working Paper No. 1406

"We review the main ideas of the wild cluster bootstrap, o
er tips for use, explain why it is particularly amenable to computational optimization, state the syntax of boottest, artest, scoretest, and waldtest, and present several empirical examples for illustration"