Newey-West HAC Covariance Matrix Estimation
Petersen's Simulated Data for Assessing Clustered Standard Errors
(Clustered) Bootstrap Covariance Matrix Estimation
Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
Clustered Covariance Matrix Estimation for Panel Data
Kernel-based HAC Covariance Matrix Estimation
Weighted Empirical Adaptive Variance Estimation