bwAndrews |
Kernel-based HAC Covariance Matrix Estimation |
estfun |
Extract Estimating Functions |
isoacf |
Isotonic Autocorrelation Function |
kernHAC |
Kernel-based HAC Covariance Matrix Estimation |
kweights |
Kernel Weights |
pava.blocks |
Isotonic Autocorrelation Function |
vcovHAC |
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation |
vcovHC |
Heteroskedasticity-Consistent Covariance Matrix Estimation |
weave |
Weighted Empirical Adaptive Variance Estimation |
weightsAndrews |
Kernel-based HAC Covariance Matrix Estimation |
weightsLumley |
Weighted Empirical Adaptive Variance Estimation |