conleyreg

Last update 7 January 2026

Copyright license MIT license, File License

Software version identifier 0.1.7, PACKAGES.rds, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 0.1.8, 0.1.9

Description

Functions calculating Conley (1999) <doi:10.1016/S0304-4076(98)00084-0> standard errors. The package started by merging and extending multiple packages and other published scripts on this econometric technique. It strongly emphasizes computational optimization. Details are available in the function documentation and in the vignette.

Cites work

GMM estimation with cross sectional dependence

This page was built for software: conleyreg