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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 | InstInnovation Innovation and Institutional Ownership
Investment US Investment Data
NeweyWest Newey-West HAC Covariance Matrix Estimation
PetersenCL Petersen's Simulated Data for Assessing
Clustered Standard Errors
PublicSchools US Expenditures for Public Schools
bread Bread for Sandwiches
estfun Extract Empirical Estimating Functions
isoacf Isotonic Autocorrelation Function
kweights Kernel Weights
lrvar Long-Run Variance of the Mean
meat A Simple Meat Matrix Estimator
sandwich Making Sandwiches with Bread and Meat
vcovBS (Clustered) Bootstrap Covariance Matrix
Estimation
vcovCL Clustered Covariance Matrix Estimation
vcovHAC Heteroskedasticity and Autocorrelation
Consistent (HAC) Covariance Matrix Estimation
vcovHC Heteroskedasticity-Consistent Covariance Matrix
Estimation
vcovOPG Outer Product of Gradients Covariance Matrix
Estimation
vcovPC Panel-Corrected Covariance Matrix Estimation
vcovPL Clustered Covariance Matrix Estimation for
panel data
weightsAndrews Kernel-based HAC Covariance Matrix Estimation
weightsLumley Weighted Empirical Adaptive Variance Estimation
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