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sandwich
weightsAndrews
weightsAndrews function
Kernel-based HAC Covariance Matrix Estimation
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sandwich package
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Maintainer: Achim Zeileis
License: GPL-2 | GPL-3
Last published: 2024-09-15
Useful links
https://sandwich.R-Forge.R-project.org/contact.html
https://sandwich.R-Forge.R-project.org/