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sandwich_2.2-9.orig.tar.gz

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/sandwich/NEWS

Changes in Version 2.2-9

  o added convenience function lrvar() to compute the long-run
    variance of the mean of a time series: a simple wrapper
    for kernHAC() and NeweyWest() applied to lm(x ~ 1).

  o lm/mlm/glm models with aliased parameters were not handled
    correctly (leading to errors in sandwich/vcovHC etc.), fixed
    now.

  o An improved error message is issued if prewhitening 
more»

/sandwich/THANKS

The authors would like to thank the following people for their help and
assistance:

  Christian Kleiber <kleiber@statistik.uni-dortmund.de>
  Henric Nilsson <henric.nilsson@statisticon.se>
  Giovanni Millo <Giovanni_Millo@generali.com>
  Hiroyuki Kawakatsu <hkawakat@qub.ac.uk>

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