All functions

InstInnovation

Innovation and Institutional Ownership

Investment

US Investment Data

NeweyWest() bwNeweyWest()

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() meatCL()

Clustered Covariance Matrix Estimation

vcovHAC() meatHAC()

Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation

vcovHC() meatHC()

Heteroscedasticity-Consistent Covariance Matrix Estimation

vcovJK()

(Clustered) Jackknife Covariance Matrix Estimation

vcovOPG()

Outer-Product-of-Gradients Covariance Matrix Estimation

vcovPC() meatPC()

Panel-Corrected Covariance Matrix Estimation

vcovPL() meatPL()

Clustered Covariance Matrix Estimation for Panel Data

kernHAC() weightsAndrews() bwAndrews()

Kernel-based HAC Covariance Matrix Estimation

weave() weightsLumley()

Weighted Empirical Adaptive Variance Estimation