InstInnovation Innovation and Institutional Ownership Investment US Investment Data NeweyWest Newey-West HAC Covariance Matrix Estimation PetersenCL Petersen's Simulated Data for Assessing Clustered Standard Errors PublicSchools US Expenditures for Public Schools bread Bread for Sandwiches estfun Extract Empirical Estimating Functions isoacf Isotonic Autocorrelation Function kweights Kernel Weights lrvar Long-Run Variance of the Mean meat A Simple Meat Matrix Estimator sandwich Making Sandwiches with Bread and Meat vcovBS (Clustered) Bootstrap Covariance Matrix Estimation vcovCL Clustered Covariance Matrix Estimation vcovHAC Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation vcovHC Heteroscedasticity-Consistent Covariance Matrix Estimation vcovJK (Clustered) Jackknife Covariance Matrix Estimation vcovOPG Outer-Product-of-Gradients Covariance Matrix Estimation vcovPC Panel-Corrected Covariance Matrix Estimation vcovPL Clustered Covariance Matrix Estimation for Panel Data weightsAndrews Kernel-based HAC Covariance Matrix Estimation weightsLumley Weighted Empirical Adaptive Variance Estimation