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plm
vcovNW
vcovNW function
Newey and West (1987) Robust Covariance Matrix Estimator
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plm package
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Maintainer: Kevin Tappe
License: GPL (>= 2)
Last published: 2024-04-01
Useful links
https://github.com/ycroissant/plm/issues
https://cran.r-project.org/package=plm
https://github.com/ycroissant/plm