no code implementations • 8 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.
no code implementations • 28 Jan 2021 • Denis Kojevnikov
This paper focuses on the bootstrap for network dependent processes under the conditional $\psi$-weak dependence.
no code implementations • 4 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.