conleyreg

Estimations using Conley Standard Errors

CRAN Package

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.

  • Version0.1.7
  • R versionunknown
  • LicenseMIT
  • Needs compilation?Yes
  • Last release03/04/2022

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  • Imports11 packages
  • Suggests2 packages
  • Linking To2 packages