Imperial College London


Business School

Professor of Finance and Econometrics



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BibTex format

author = {Ibragimov, R},
doi = {10.1162/REST_a_00545},
journal = {Review of Economics and Statistics},
pages = {83--96},
title = {Inference with few heterogeneous clusters},
url = {},
volume = {98},
year = {2016}

RIS format (EndNote, RefMan)

AB - Suppose estimating a model on each of a small number of potentially heterogeneous clusters yields approximately independent, unbiased and Gaussian parameter estimators.We make two contributions in this set-up. First, we show how to compare a scalar parameter of interest between treatment and control units using a two-sample t-statistic, extending previous results for the one-sample t-statistic. Second, we developa test for the appropriate level of clustering, which tests the null hypothesis that clustered standard errors from a much finer partition are correct. We illustrate the approach by revisiting empirical studies involving clustered, time series and spatiallycorrelated data.
AU - Ibragimov,R
DO - 10.1162/REST_a_00545
EP - 96
PY - 2016///
SN - 0034-6535
SP - 83
TI - Inference with few heterogeneous clusters
T2 - Review of Economics and Statistics
UR -
UR -
VL - 98
ER -