Zeileis A, Köll S, Graham N (2020). “Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R.” Journal of Statistical Software, 95(1), 1–36. doi:10.18637/jss.v095.i01.
@Article{, title = {Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in {R}}, author = {Achim Zeileis and Susanne K\"oll and Nathaniel Graham}, journal = {Journal of Statistical Software}, year = {2020}, volume = {95}, number = {1}, pages = {1--36}, doi = {10.18637/jss.v095.i01}, }
Zeileis A (2004). “Econometric Computing with HC and HAC Covariance Matrix Estimators.” Journal of Statistical Software, 11(10), 1–17. doi:10.18637/jss.v011.i10.
@Article{, title = {Econometric Computing with {HC} and {HAC} Covariance Matrix Estimators}, author = {Achim Zeileis}, journal = {Journal of Statistical Software}, year = {2004}, volume = {11}, number = {10}, pages = {1--17}, doi = {10.18637/jss.v011.i10}, }
Zeileis A (2006). “Object-Oriented Computation of Sandwich Estimators.” Journal of Statistical Software, 16(9), 1–16. doi:10.18637/jss.v016.i09.
@Article{, title = {Object-Oriented Computation of Sandwich Estimators}, author = {Achim Zeileis}, journal = {Journal of Statistical Software}, year = {2006}, volume = {16}, number = {9}, pages = {1--16}, doi = {10.18637/jss.v016.i09}, }