Search Results for author: Denis Kojevnikov

Found 3 papers, 0 papers with code

Some Impossibility Results for Inference With Cluster Dependence with Large Clusters

no code implementations8 Sep 2021 Denis Kojevnikov, Kyungchul Song

When within-cluster observations satisfy the uniform central limit theorem, we also show that a sufficient condition for consistent $\sqrt{n}$-discrimination of the mean is that we have at least two large clusters.

The Bootstrap for Network Dependent Processes

no code implementations28 Jan 2021 Denis Kojevnikov

This paper focuses on the bootstrap for network dependent processes under the conditional $\psi$-weak dependence.

Econometrics

Limit Theorems for Network Dependent Random Variables

no code implementations4 Mar 2019 Denis Kojevnikov, Vadim Marmer, Kyungchul Song

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network.

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