clustered bootstrap SE

[amichuda]

Is there some way to do bootstrapped SE for PanelOLS? If not, what methods should I override in order to make that an option for standard errors?

[s3alfisc]

Just for everyone's information, @amichuda and I have started a project to implement wild bootstrap methods for regression objects from linearmodels. So far, we have absolutely nothing to show for, but hopefully this will change in the nearer future. If you read this and would like to participate, please let us know! =)