References

Cameron, A. C.; Gelbach, J. B. and Miller, D. L. (2011). Robust Inference with Multiway Clustering. Journal of Business & Economic Statistics 29, 238–249.

Chernozhukov, V. and Hong, H. (2003). An MCMC Approach to Classical Estimation. Journal of Econometrics 115, 293–346.

Hansen, L. P.; Heaton, J. and Yaron, A. (1996). Finite-Sample Properties of Some Alternative GMM Estimators. Journal of Business & Economic Statistics 14, 262–280.