@Article{hac:Zeileis:2004a,
  author = {Achim Zeileis},
  title = {Econometric Computing with {HC} and {HAC} Covariance Matrix Estimators},
  year = {2004},
  journal = {Journal of Statistical Software},
  volume = {11},
  number = {10},
  pages = {1--17},
  doi = {10.18637/jss.v011.i10},
}

@Article{hac:Zeileis:2006,
  author = {Achim Zeileis},
  title = {Object-Oriented Computation of Sandwich Estimators},
  year = {2006},
  journal = {Journal of Statistical Software},
  volume = {16},
  number = {9},
  pages = {1--16},
  doi = {10.18637/jss.v016.i09},
}

@Article{hac:Zeileis+Koell+Graham:2020,
  author = {Achim Zeileis and Susanne K\"oll and Nathaniel Graham},
  title = {Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in \proglang{R}},
  year = {2020},
  journal = {Journal of Statistical Software},
  volume = {95},
  number = {1},
  pages = {1--36},
  doi = {10.18637/jss.v095.i01},
}

@Article{hac:Eicker:1963,
  author = {F. Eicker},
  title = {Asymptotic Normality and Consistency of the Least Squares Estimator for Families of Linear Regressions},
  journal = {Annals of Mathematical Statistics},
  year = {1963},
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  pages = {447--456},
  doi = {10.1214/aoms/1177704156},
}

@InProceedings{hac:Huber:1967,
  author = {P. J. Huber},
  title = {The Behavior of Maximum Likelihood Estimation under Nonstandard Conditions},
  editor = {L. M. LeCam and J. Neyman},
  booktitle = {Proceedings of the Fifth {B}erkeley Symposium on Mathematical  Statistics and Probability},
  year = {1967},
  address = {Berkeley},
  publisher = {University of California Press},
}

@Article{hac:White:1980,
  author = {Halbert White},
  title = {A Heteroskedasticity-Consistent Covariance Matrix and a Direct Test for Heteroskedasticity},
  journal = {Econometrica},
  year = {1980},
  volume = {48},
  pages = {817--838},
  doi = {10.2307/1912934},
}

@Article{hac:MacKinnon+White:1985,
  author = {James G. MacKinnon and Halbert White},
  title = {Some Heteroskedasticity-Consistent Covariance Matrix Estimators with Improved Finite Sample Properties},
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  year = {1985},
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  pages = {305--325},
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}

@Article{hac:Long+Ervin:2000,
  author = {J. Scott Long and Laurie H. Ervin},
  title = {Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model},
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  doi = {10.1080/00031305.2000.10474549},
}

@Article{hac:Cribari-Neto:2004,
  author = {Francisco Cribari-Neto},
  title = {Asymptotic Inference Under Heteroskedasticity of Unknown Form},
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  year = {2004},
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  pages = {215--233},
  doi = {10.1016/s0167-9473(02)00366-3},
}

@Article{hac:Godfrey:2006,
  author = {L. G. Godfrey},
  title = {Tests for Regression Models with Heteroskedasticity of Unknown Form},
  journal = {Computational Statistics \& Data Analysis},
  year = {2006},
  volume = {50},
  pages = {2715--2733},
  doi = {10.1016/j.csda.2005.04.004},
}

@Misc{hac:Koenker:2006,
  author = {Roger Koenker},
  title = {Maximum Likelihood Asymptotics Under Non-Standard Conditions: A Heuristic Introduction to Sandwiches},
  howpublished = {Lecture Notes},
  year = {2006},
  url = {http://www.econ.uiuc.edu/~roger/courses/476/lectures/L10.pdf},
}

@Article{hac:Freedman:2006,
  author = {David A. Freedman},
  title = {On the So-Called `Huber Sandwich Estimator' and `Robust Standard Errors'},
  journal = {The American Statistician},
  year = {2006},
  volume = {60},
  number = {4},
  pages = {299--302},
  doi = {10.1198/000313006x152207},
}

@Article{hac:White+Domowitz:1984,
  author = {Halbert White and Ian Domowitz},
  title = {Nonlinear Regression with Dependent Observations},
  year = {1984},
  pages = {143--161},
  journal = {Econometrica},
  volume = {52},
  doi = {10.2307/1911465},
}

@Article{hac:Newey+West:1987,
  author = {Whitney K. Newey and Kenneth D. West},
  title = {A Simple, Positive-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix},
  year = {1987},
  pages = {703--708},
  journal = {Econometrica},
  volume = {55},
  doi = {10.2307/1913610},
}

@Article{hac:Newey+West:1994,
  author = {Whitney K. Newey and Kenneth D. West},
  title = {Automatic Lag Selection in Covariance Matrix Estimation},
  year = {1994},
  pages = {631--653},
  journal = {Review of Economic Studies},
  volume = {61},
  doi = {10.2307/2297912},
}

@Article{hac:Andrews:1991,
  author = {Donald W. K. Andrews},
  title = {Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation},
  year = {1991},
  pages = {817--858},
  journal = {Econometrica},
  volume = {59},
  doi = {10.2307/2938229},
}

@Article{hac:Andrews+Monahan:1992,
  author = {Donald W. K. Andrews and J. Christopher Monahan},
  title = {An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator},
  year = {1992},
  pages = {953--966},
  journal = {Econometrica},
  volume = {60},
  number = {4},
  doi = {10.2307/2951574},
}

@Article{hac:Lumley+Heagerty:1999,
  author = {Thomas Lumley and Patrick Heagerty},
  title = {Weighted Empirical Adaptive Variance Estimators for Correlated Data Regression},
  year = {1999},
  pages = {459--477},
  journal = {Journal of the Royal Statistical Society B},
  volume = {61},
  doi = {10.1111/1467-9868.00187},
}

@Article{hac:Kiefer+Vogelsang:2002,
  author = {Nicholas M. Kiefer and Timothy J. Vogelsang},
  title = {Heteroskedasticity-Autocorrelation Robust Testing Using Bandwidth Equal to Sample Size},
  journal = {Econometric Theory},
  year = {2002},
  volume = {18},
  pages = {1350--1366},
  doi = {10.1017/s026646660218604x},
}

@Article{hac:Aghion+VanReenen+Zingales:2013,
  title = {Innovation and Institutional Ownership},
  author = {Philippe Aghion and John {Van Reenen} and Luigi Zingales},
  journal = {The American Economic Review},
  volume = {103},
  number = {1},
  pages = {277--304},
  year = {2013},
  publisher = {American Economic Association},
  doi = {10.1257/aer.103.1.277}
}

@Article{hac:Arceneaux+Nickerson:2009,
  title = {Modeling Certainty with Clustered Data: A Comparison of Methods},
  author = {Kevin Arceneaux and David W. Nickerson},
  journal = {Political Analysis},
  volume = {17},
  number = {2},
  pages = {177--190},
  year = {2009},
  doi = {10.1093/pan/mpp004},
}

@Article{hac:Bailey+Katz:2011,
  author = {Delia Bailey and Jonathan N. Katz},
  title = {Implementing Panel-Corrected Standard Errors in \proglang{R}: The \pkg{pcse} Package},
  journal = {Journal of Statistical Software, Code Snippets},
  year = {2011},
  volume = {42},
  number = {1},
  pages = {1--11},
  doi = {10.18637/jss.v042.c01},
}

@Article{hac:Beck+Katz:1995,
  author = {Nathaniel Beck and Jonathan N. Katz},
  title = {What to Do (and Not to Do) with Time-Series Cross-Section Data},
  journal = {American Political Science Review},
  year = {1995},
  volume = {89},
  number = {3},
  pages = {634--647},
  doi = {10.2307/2082979},
}

@Article{hac:Bell+McCaffrey:2002,
  author = {Robert M. Bell and Daniel F. McCaffrey},
  title = {Bias Reduction in Standard Errors for Linear Regression with Multi-Stage Samples},
  journal = {Survey Methodology},
  year = {2002},
  volume = {28},
  number = {2},
  pages = {169--181},
  url  = {http://www.statcan.gc.ca/pub/12-001-x/2002002/article/9058-eng.pdf},
}

@Article{hac:Berger+Stocker+Zeileis:2017,
  author = {Susanne Berger and Herbert Stocker and Achim Zeileis},
  title = {Innovation and Institutional Ownership Revisited: An Empirical Investigation with Count Data Models},
  journal = {Empirical Economics},
  year = {2017},
  volume = {52},
  number = {4},
  pages = {1675--1688},
  doi = {10.1007/s00181-016-1118-0},
}

@Article{hac:Cameron+Gelbach+Miller:2008,
  author = {A. Colin Cameron and Jonah B. Gelbach and Douglas L. Miller},
  title = {Bootstrap-Based Improvements for Inference with Clustered Errors},
  journal = {The Review of Economics and Statistics},
  year = {2008},
  volume = {90},
  number = {3},
  pages = {414--427},
  doi = {10.1162/rest.90.3.414},
}

@Article{hac:Cameron+Gelbach+Miller:2011,
  title = {Robust Inference with Multiway Clustering},
  author = {A. Colin Cameron and Jonah B. Gelbach and Douglas L. Miller},
  journal = {Journal of Business \& Economic Statistics},
  year = {2011},
  volume = {29},
  number = {2},
  pages = {238--249},
  doi = {10.1198/jbes.2010.07136},
}

@Article{hac:Cameron+Miller:2015,
  title = {A Practitioner's Guide to Cluster-Robust Inference},
  author = {A Colin Cameron and Douglas L Miller},
  journal = {Journal of Human Resources},
  volume = {50},
  number = {2},
  pages = {317--372},
  year = {2015},
  doi = {10.3368/jhr.50.2.317},
}

@Article{hac:Croissant+Millo:2008,
  title = {Panel Data Econometrics in \proglang{R}: The \pkg{plm} Package},
  author = {Yves Croissant and Giovanni Millo},
  journal = {Journal of Statistical Software},
  year = {2008},
  volume = {27},
  number = {2},
  doi = {10.18637/jss.v027.i02},
}

@Article{hac:Driscoll+Kraay:1998,
  title = {Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data},
  author = {John C. Driscoll and Aart C. Kraay},
  journal = {Review of Economics and Statistics},
  year = {1998},
  volume = {80},
  number = {4},
  pages = {549--560},
  doi = {10.1162/003465398557825},
}

@Article{hac:Galbraith+Daniel+Vissel:2010,
  title = {A Study of Clustered Data and Approaches to Its Analysis},
  author = {Sally Galbraith and James A Daniel and Bryce Vissel},
  journal = {Journal of Neuroscience},
  volume = {30},
  number = {32},
  pages = {10601--10608},
  year = {2010},
  publisher = {Soc Neuroscience},
  doi = {10.1523/jneurosci.0362-10.2010},
}

@Article{hac:Gaure:2013,
  title = {\pkg{lfe}: Linear Group Fixed Effects},
  author = {S. Gaure},
  journal = {The \proglang{R} Journal},
  year = {2013},
  volume = {5},
  number = {2},
  pages = {104--116},
  doi = {10.32614/RJ-2013-031}
}

@Manual{hac:Graham+Arai+Hagstroemer:2016,
  title = {\pkg{multiwayvcov}: Multi-Way Standard Error Clustering},
  author = {Nathaniel Graham and Mahmood Arai and Bj{\"o}rn Hagstr{\"o}mer},
  year = {2016},
  note = {\proglang{R} package version 1.2.3},
  url = {https://CRAN.R-project.org/package=multiwayvcov},
}

@Article{hac:Green+Vavreck:2008,
  title = {Analysis of Cluster-Randomized Experiments: A Comparison of Alternative Estimation Approaches},
  author = {Donald P. Green and Lynn Vavreck},
  journal = {Political Analysis},
  volume = {16},
  number = {2},
  pages = {138--152},
  year = {2008},
  doi = {10.1093/pan/mpm025},
}

@Article{hac:Harden:2011,
  title = {A Bootstrap Method for Conducting Statistical Inference with Clustered Data},
  author = {Jeffrey J. Harden},
  journal = {State Politics \& Policy Quarterly},
  volume = {11},
  number = {2},
  pages = {223--246},
  year = {2011},
  doi = {10.1177/1532440011406233},
}

@Article{hac:Hoechle:2007,
  title = {Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence},
  author = {Daniel Hoechle},
  journal = {\proglang{Stata} Journal},
  year = {2007},
  volume = {7},
  number = {3},
  pages = {281--312},
  url = {http://www.stata-journal.com/sjpdf.html?articlenum=st0128},
}

@Misc{hac:Jin:2015,
  author = {Shuai Jin},
  title = {The Impact of Sampling Procedures on Statistical Inference with Clustered Data},
  howpublished = {Conference Poster},
  year = {2015},
  url = {http://www.sas.rochester.edu/psc/polmeth/posters/Jin.pdf},
}

@Misc{hac:Johnson:2004,
  author = {Paul Johnson},
  title = {Cross Sectional Time Series: The Normal Model and Panel Corrected Standard Errors},
  year = {2004},
  url = {http://pj.freefaculty.org/guides/stat/Regression/TimeSeries-Longitudinal-CXTS/CXTS-PCSE.pdf},
}

@Article{hac:Kauermann+Carroll:2001,
  title = {A Note on the Efficiency of Sandwich Covariance Matrix Estimation},
  author = {G{\"o}ran Kauermann and Raymond J. Carroll},
  journal = {Journal of the American Statistical Association},
  year = {2001},
  volume = {96},
  number = {456},
  pages = {1387--1396},
  doi = {10.1198/016214501753382309},
}

@Misc{hac:Ma:2014,
  author = {Mark Shuai Ma},
  title = {Are We Really Doing What We Think We Are Doing? {A} Note on Finite-Sample Estimates of Two-Way Cluster-Robust Standard Errors},
  howpublished = {Mimeo},
  year = {2014},
  url = {http://ssrn.com/abstract=2420421},
}

@Article{hac:Miglioretti+Heagerty:2007,
  title = {Marginal Modeling of Nonnested Multilevel Data Using Standard Software},
  author = {Diana L Miglioretti and Patrick J Heagerty},
  journal = {American Journal of Epidemiology},
  volume = {165},
  number = {4},
  pages = {453--463},
  year = {2007},
  publisher = {Oxford Univ Press},
  doi = {10.1093/aje/kwk020},
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@Article{hac:Millo:2017,
  author = {Giovanni Millo},
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  journal = {Journal of Statistical Software},
  year = {2017},
  volume = {82},
  number = {3},
  pages = {1--27},
  doi = {10.18637/jss.v082.i03}
}

@Article{hac:Moulton:1986,
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@Article{hac:Moulton:1990,
  author = {Brent R. Moulton},
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@Article{hac:Petersen:2009,
  author = {Mitchell A. Petersen},
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  journal = {Review of Financial Studies},
  year = {2009},
  volume = {22},
  number = {1},
  pages = {435--480},
  doi = {10.1093/rfs/hhn053},
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@Article{hac:Pustejovsky+Tipton:2017,
  title = {Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models},
  author = {James E. Pustejovsky and Elizabeth Tipton},
  journal = {Journal of Business \& Economic Statistics},
  year = {2017},
  volume = {36},
  number = {4},
  pages = {672--683},
  doi = {10.1080/07350015.2016.1247004}
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@Article{hac:Thompson:2011,
  author = {Samuel B. Thompson},
  title = {Simple Formulas for Standard Errors That Cluster by Both Firm and Time},
  journal = {Journal of Financial Economics},
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  volume = {99},
  number = {1},
  pages = {1--10},
  doi = {10.1016/j.jfineco.2010.08.016},
}

@Book{hac:Greene:1993,
  author = {William H. Greene},
  title = {Econometric Analysis},
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  edition = {2nd},
}

@Book{hac:Greene:2003,
  author = {William H. Greene},
  title = {Econometric Analysis},
  edition = {5th},
  year = {2003},
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}

@Book{hac:White:1994,
  author = {Halbert White},
  title = {Estimation, Inference and Specification Analysis},
  publisher = {Cambridge University Press},
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@Book{hac:Cameron+Trivedi:2005,
  author = {A. Colin Cameron and Pravin K. Trivedi},
  title = {Microeconometrics: Methods and Applications},
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@Article{hac:Deb+Trivedi:1997,
  author = {Partha Deb and Pravin K. Trivedi},
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@Book{hac:White:2000,
  author = {Halbert White},
  title = {Asymptotic Theory for Econometricians},
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  year = {2000},
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@Article{hac:Bai+Perron:2003,
  author = {Jushan Bai and Pierre Perron},
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  pages = {1--22},
  doi = {10.1002/jae.659},
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@Article{hac:Stefanski+Boos:2002,
  author = {Leonard A. Stefanski and Dennis D. Boos},
  title = {The Calculus of {M}-Estimation},
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  volume = {56},
  year = {2002},
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  index = {Z0096},
  notes = {robust statistics, parameter estimation},
  doi = {10.1198/000313002753631330},
}

@Article{hac:Fair:1978,
  title = {A Theory of Extramarital Affairs},
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  doi = {10.1086/260646},
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@Book{hac:McCullagh+Nelder:1989,
  author = {P. McCullagh and John A. Nelder},
  title = {Generalized Linear Models},
  edition = {2nd},
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  publisher = {Chapman \& Hall},
  address = {London},
  doi = {10.1007/978-1-4899-3242-6},
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@Article{hac:Andrews:1993,
  author = {Donald W. K. Andrews},
  title = {Tests for Parameter Instability and Structural Change with  Unknown Change Point},
  journal = {Econometrica},
  year = {1993},
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  pages = {821--856},
  doi = {10.2307/2951764},
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@Article{hac:Ploberger+Kraemer:1992,
  author = {Werner Ploberger and Walter Kr{\"a}mer},
  title = {The {CUSUM} Test with {OLS} Residuals},
  index = {Z0004},
  journal = {Econometrica},
  year = {1992},
  volume = {60},
  pages = {271--285},
  doi = {10.2307/2951597},
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@Manual{hac:R:2018,
  title = {\proglang{R}: {A} Language and Environment for Statistical Computing},
  author = {{\proglang{R} Core Team}},
  organization = {R Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2018},
  url = {https://www.R-project.org/},
}

@Manual{hac:R:2006,
  title = {\proglang{R}: {A} Language and Environment for Statistical Computing},
  author = {{\proglang{R} Development Core Team}},
  organization = {\proglang{R} Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2006},
  note = {{ISBN} 3-900051-00-3},
  url = {https://www.R-project.org/},
}

@Manual{hac:R:2008,
  title = {\proglang{R}: {A} Language and Environment for Statistical Computing},
  author = {{\proglang{R} Development Core Team}},
  organization = {\proglang{R} Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2008},
  note = {{ISBN} 3-900051-07-0},
  url = {https://www.R-project.org/},
}

@Article{hac:Cribari-Neto+Zarkos:1999,
  author = {Francisco Cribari-Neto and Spyros G. Zarkos},
  title = {\proglang{R}: Yet Another Econometric Programming Environment},
  journal = {Journal of Applied Econometrics},
  year = {1999},
  volume = {14},
  pages = {319--329},
  doi = {10.1002/(sici)1099-1255(199905/06)14:3<319::aid-jae533>3.0.co;2-q},
}

@Article{hac:Esarey+Menger:2019,
  title = {Practical and Effective Approaches to Dealing with Clustered Data},
  author = {Justin Esarey and Andrew Menger},
  journal = {Political Science Research and Methods},
  year = {2019},
  volume = {7},
  number = {3},
  pages = {541--559},
  doi = {10.1017/psrm.2017.42}
}

@Article{hac:Racine+Hyndman:2002,
  author = {Jeff Racine and Rob Hyndman},
  title = {Using \proglang{R} to Teach Econometrics},
  journal = {Journal of Applied Econometrics},
  year = {2002},
  volume = {17},
  pages = {175--189},
  doi = {10.1002/jae.657},
}

@Article{hac:Cribari-Neto+Zarkos:2003,
  author = {Francisco Cribari-Neto and Spyros G. Zarkos},
  title = {Econometric and Statistical Computing Using \proglang{Ox}},
  journal = {Computational Economics},
  year = {2003},
  volume = {21},
  pages = {277--295},
  doi = {10.1023/a:1023902027800},
}

@Book{hac:Fox:2002,
  author = {John Fox},
  title = {An \proglang{R} and \proglang{S-PLUS} Companion to  Applied Regression},
  publisher = {Sage Publications},
  address = {Thousand Oaks},
  year = {2002},
}

@Book{hac:Fox+Weisberg:2011,
  title = {An \proglang{R} Companion to Applied Regression},
  edition = {3rd},
  author = {John Fox and Sanford Weisberg},
  year = {2019},
  publisher = {Sage Publications},
  address = {Thousand Oaks},
}

@Article{hac:Zeileis+Leisch+Hornik:2002,
  author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber},
  title = {\pkg{strucchange}: {A}n \proglang{R} Package for Testing for Structural Change in Linear Regression Models},
  journal = {Journal of Statistical Software},
  year = {2002},
  volume = {7},
  number = {2},
  pages = {1--38},
  doi = {10.18637/jss.v007.i02},
}

@Article{hac:Zeileis+Hothorn:2002,
  author = {Achim Zeileis and Torsten Hothorn},
  title = {Diagnostic Checking in Regression Relationships},
  journal = {\proglang{R} News},
  year = {2002},
  volume = {2},
  number = {3},
  pages = {7--10},
  url = {https://CRAN.R-project.org/doc/Rnews/},
}

@Article{hac:Zeileis:2004,
  author = {Achim Zeileis},
  title = {Implementing a Class of Structural Change Tests: An Econometric Computing Approach},
  journal = {Computational Statistics \& Data Analysis},
  volume = {50},
  issue = {11},
  pages = {2987--3008},
  year = {2006},
  doi = {10.1016/j.csda.2005.07.001},
}

@Article{hac:Zeileis+Kleiber:2004,
  author = {Achim Zeileis and Christian Kleiber},
  title = {Validating Multiple Structural Change Models -- {A} Case Study},
  journal = {Journal of Applied Econometrics},
  year = {2005},
  volume = {20},
  pages = {685--690},
  doi = {10.1002/jae.856},
}

@Book{hac:Kleiber+Zeileis:2008,
  title = {Applied Econometrics with \proglang{R}},
  author = {Christian Kleiber and Achim Zeileis},
  year = {2008},
  publisher = {Springer-Verlag},
  address = {New York},
  doi = {10.1007/978-0-387-77318-6},
}

@Manual{hac:Croissant:2006,
  title = {\pkg{Ecdat}: Data Sets for Econometrics},
  author = {Yves Croissant},
  year = {2016},
  note = {\proglang{R}~package version~0.3-1},
  url = {https://CRAN.R-project.org/package=Ecdat},
}

@Manual{hac:Carey+Lumley+Ripley:2007,
  title = {\pkg{gee}: Generalized Estimation Equation Solver},
  author = {Vincent J. Carey and Thomas Lumley and Brian Ripley},
  year = {2015},
  note = {\proglang{R}~package version~4.13-19. \proglang{S}~original by
                   Vincent J.~Carey, ported to \proglang{R} by Thomas Lumley
		   (versions~3.13 and 4.4) and Brian Ripley (version~4.13)},
  url = {https://CRAN.R-project.org/package=gee},
}

@Article{hac:Halekoh+Hojsgaard+Yan:2002,
  author = {Ulrich Halekoh and S{\o}ren H{\o}jsgaard and Jun Yan},
  title = {The \proglang{R} Package \pkg{geepack} for Generalized  Estimating Equations},
  journal = {Journal of Statistical Software},
  year = {2005},
  volume = {15},
  number = {2},
  pages = {1--11},
  doi = {10.18637/jss.v015.i02},
}

@Manual{hac:Therneau+Lumley:2008,
  title = {\pkg{survival}: Survival Analysis},
  author = {Terry M. Therneau and Thomas Lumley},
  year = {2008},
  note = {\proglang{R}~package version~2.34-1. \proglang{S}~original by
                   Terry M. Therneau, ported to \proglang{R} by Thomas Lumley},
  url = {https://CRAN.R-project.org/package=survival},
}

@Manual{hac:Therneau:2020,
  title = {\pkg{survival}: Survival Analysis},
  author = {Terry M. Therneau},
  year = {2020},
  note = {\proglang{R}~package version~3.2-3},
  url = {https://CRAN.R-project.org/package=survival},
}

@Book{hac:Therneau:2000,
  title = {Modeling Survival Data: Extending the {C}ox Model},
  author = {Terry M. Therneau and Patricia M. Grambsch},
  year = {2000},
  publisher = {Springer-Verlag},
  address = {New York},
}

@Book{hac:Venables+Ripley:2002,
  author = {William N. Venables and Brian D. Ripley},
  title = {Modern Applied Statistics with \proglang{S}},
  edition = {4th},
  year = {2002},
  pages = {495},
  publisher = {Springer-Verlag},
  address = {New York},
  doi = {10.1007/978-0-387-21706-2},
}

@Article{hac:Zeileis+Kleiber+Jackman:2008,
  author = {Achim Zeileis and Christian Kleiber and Simon Jackman},
  title = {Regression Models for Count Data in \proglang{R}},
  journal = {Journal of Statistical Software},
  year = {2008},
  volume = {27},
  number = {8},
  pages = {1--25},
  doi = {10.18637/jss.v027.i08},
}

@Article{hac:Cribari-Neto+Zeileis:2010,
  author = {Francisco Cribari-Neto and Achim Zeileis},
  title = {Beta Regression in \proglang{R}},
  journal = {Journal of Statistical Software},
  year = {2010},
  volume = {34},
  number = {2},
  pages = {1--24},
  doi = {10.18637/jss.v034.i02},
}

@Article{hac:Gruen+Kosmidis+Zeileis:2012,
  author = {Bettina Gr\"un and Ioannis Kosmidis and Achim Zeileis},
  title = {Extended Beta Regression in \proglang{R}: Shaken, Stirred, Mixed, and Partitioned},
  journal = {Journal of Statistical Software},
  year = {2012},
  volume = {48},
  number = {11},
  pages = {1--25},
  doi = {10.18637/jss.v048.i11},
}

@Article{hac:Bates+Machler+Bolker:2015,
  author = {Douglas Bates and Martin M\"achler and Ben Bolker and Steve Walker},
  title = {Fitting Linear Mixed-Effects Models Using \pkg{lme4}},
  journal = {Journal of Statistical Software},
  year = {2015},
  volume = {67},
  number = {1},
  pages = {1--48},
  doi = {10.18637/jss.v067.i01},
}

@Article{hac:Messner+Mayr+Zeileis:2016,
  author = {Jakob W. Messner and Georg J. Mayr and Achim Zeileis},
  title= {Heteroscedastic Censored and Truncated Regression with \pkg{crch}},
  journal = {The \proglang{R} Journal},
  year = {2016},
  volume = {8},
  number = {1},
  pages = {173--181}
}

@Manual{hac:Christensen:2019,
  title = {\pkg{ordinal}: Regression Models for Ordinal Data},
  author = {Rune Haube Bojesen Christensen},
  year = {2019},
  note = {\proglang{R} package version 2019.12-10},
  url = {https://CRAN.R-project.org/package=ordinal},
}

@Article{hac:Croissant:2020,
  author = {Yves Croissant},
  title = {Estimation of Random Utility  Models in \proglang{R}: The \pkg{mlogit} Package},
  journal = {Journal of Statistical Software},
  year = {2020},
  volume = {95},
  number = {11},
  pages = {1--41},
  doi = {10.18637/jss.v095.i11},
}

@Article{hac:Molenberghs+Kenward+Verbeke+Iddi+Efendi:2013,
  author = {Geert Molenberghs and Michael G. Kenward and Geerd Verbeke and Samuel Iddi and Achmad Efendi},
  title = {On the Connections between Bridge Distributions, Marginalized Multilevel Models, and Generalized Linear Mixed Models},
  journal = {International Journal of Statistics and Probability},
  year = {2013},
  volume = {2},
  number = {4},
  pages = {1--21},
  doi = {10.5539/ijsp.v2n4p1},
}

@Manual{hac:Zeileis+Kleiber:2020,
  title = {\pkg{countreg}: Count Data Regression},
  author = {Achim Zeileis and Christian Kleiber},
  year = {2020},
  note = {\proglang{R}~package version~0.2-1/r164},
  url = {http://R-Forge.R-project.org/projects/countreg/},
}

@InProceedings{hac:Fitzmaurice:2014,
  author = {Garrett M. Fitzmaurice},
  title = {Multilevel Modeling of Longitudinal Data},
  booktitle = {Symposium on Recent Advances in Multilevel Modeling},
  year = {2014},
  address = {New York},
  publisher = {New York University},
  url = {https://sites.google.com/a/stern.nyu.edu/symposium-on-recent-advances-in-multilevel-modeling/}
}

@TechReport{hac:Nichols+Schaffer:2007,
  title = {Clustered Standard Errors in \proglang{Stata}},
  author = {Nichols, Austin and Schaffer, Mark},
  year = {2007},
  institution = {\proglang{Stata} Users Group},
  type = {United {K}ingdom \proglang{Stata} {U}sers' {G}roup {M}eetings 2007},
  url = {http://RePEc.org/usug2007/crse.pdf}
}

@InProceedings{hac:Baum+Nichols+Schaffer:2011,
  title = {Evaluating One-Way and Two-Way Cluster-Robust Covariance Matrix Estimates},
  author = {Baum, Christopher and Nichols, Austin and Schaffer, Mark},
  year = {2011},
  booktitle = {German {S}tata {U}sers' {G}roup {M}eetings, {J}uly 2011},
  url = {https://www.stata.com/meeting/boston10/boston10_baum.pdf}
}

@TechReport{hac:Baum+Schaffer:2014,
  title = {Extending \proglang{Stata}'s Capabilities for Asymptotic Covariance Matrix Estimation},
  author = {Baum, Christopher and Schaffer, Mark},
  year = {2014},
  type = {United {K}ingdom {S}tata {U}sers' {G}roup {M}eetings 2014},
  url = {https://www.stata.com/meeting/uk14/abstracts/materials/uk14_schaffer.pdf}
}

@Misc{hac:Baum+Schaffer:2013,
  author = {Christopher F Baum and Mark E Schaffer},
  title = {\pkg{avar}: \proglang{Stata} Module to Perform Asymptotic Covariance Estimation for {IID} and Non-{IID} Data Robust to Heteroskedasticity, Autocorrelation, 1- and 2-Way Clustering, and Common Cross-Panel Autocorrelated Disturbances},
  year = {2013},
  month = {9},
  howpublished = {Statistical Software Components, Boston College Department of Economics},
  url = {https://ideas.RePEc.org/c/boc/bocode/s457689.html},
}


@article{hac:Kiefer:1980,
  title = {Estimation of Fixed Effect Models for Time Series of Cross-Sections with Arbitrary Intertemporal Covariance},
  author = {Kiefer, Nicholas M},
  journal = {Journal of Econometrics},
  volume = {14},
  number = {2},
  pages = {195--202},
  year = {1980},
  doi = {10.1016/0304-4076(80)90090-1}
}

@article{hac:Liang+Zeger:1986,
  title = {Longitudinal Data Analysis Using Generalized Linear Models},
  author = {Liang, Kung-Yee and Zeger, Scott L},
  journal = {Biometrika},
  volume = {73},
  number = {1},
  pages = {13--22},
  year = {1986},
  doi = {10.1093/biomet/73.1.13}
}

@article{hac:Arellano:1987,
  title = {Computing Robust Standard Errors for Within Group Estimators},
  author = {Arellano, Manuel},
  journal = {Oxford Bulletin of Economics and Statistics},
  volume = {49},
  number = {4},
  pages = {431--434},
  year = {1987},
  doi = {10.1111/j.1468-0084.1987.mp49004006.x}
}

@book{hac:White:1984,
  title = {Asymptotic Theory for Econometricians},
  author = {White, Halbert},
  year = {1984},
  publisher = {Academic Press}
}

@Article{hac:Kloek:1981,
  title = {{OLS} Estimation in a Model Where a Microvariable Is Explained by Aggregates and Contemporaneous Disturbances Are Equicorrelated},
  author = {Kloek, Teunis},
  journal = {Econometrica},
  year = {1981},
  volume = {49},
  number = {1},
  pages = {205--207},
  doi = {10.2307/1911134}
}

@TechReport{hac:Abadie+Athey+Imbens+Wooldridge:2017,
  title = {When Should You Adjust Standard Errors for Clustering?},
  author = {Abadie, Alberto and Athey, Susan and Imbens, Guido W and Wooldridge, Jeffrey},
  year = {2017},
  institution = {National Bureau of Economic Research},
  doi = {10.3386/w24003}
}

@Article{hac:Bester+Conley+Hansen:2011,
  title = {Inference with Dependent Data Using Cluster Covariance Estimators},
  author = {Bester, C Alan and Conley, Timothy G and Hansen, Christian B},
  journal = {Journal of Econometrics},
  volume = {165},
  number = {2},
  pages = {137--151},
  year = {2011},
  doi = {10.1016/j.jeconom.2011.01.007}
}

@TechReport{hac:Hansen+Lee:2017,
  title = {Asymptotic Theory for Clustered Samples},
  author = {Hansen, Bruce and Lee, Seojeong},
  year = {2017},
  institution = {School of Economics, The University of New South Wales},
  type = {Working Paper},
  number = {2017-18},
  month = {December},
  url = {https://EconPapers.RePEc.org/RePEc:swe:wpaper:2017-18}
}

@Misc{hac:StackOverflow:2014,
  author = {{Stack Overflow}},
  title = {Different Robust Standard Errors of Logit Regression in \proglang{Stata} and \proglang{R}},
  year = {2014},
  note = {Accessed 2018-08-07},
  url = {https://stackoverflow.com/questions/27367974/different-robust-standard-errors-of-logit-regression-in-stata-and-r}
}

@Manual{hac:Pinheiro+Bates+DebRoy+Sarkar:2017,
  title = {{nlme}: Linear and Nonlinear Mixed Effects Models},
  author = {Jose Pinheiro and Douglas Bates and Saikat DebRoy and Deepayan Sarkar and {\proglang{R} Core Team}},
  year = {2018},
  note = {\proglang{R} package version 3.1-137},
  url = {https://CRAN.R-project.org/package=nlme},
}

@Article{hac:Mammen:1993,
  author = {Enno Mammen},
  title = {Bootstrap and Wild Bootstrap for High Dimensional Linear Models},
  journal = {The Annals of Statistics},
  year = {1993},
  volume = {21},
  number = {1},
  pages = {255--285},
  doi = {10.1214/aos/1176349025}
}
  
@TechReport{hac:Webb:2014,
  title = {Reworking Wild Bootstrap Based Inference for Clustered Errors},
  author = {Matthew D. Webb},
  year = {2014},
  institution = {Queen's Economics Department},
  type = {Working Paper},
  number = {1315},
  month = {November},
  url = {http://qed.econ.queensu.ca/working_papers/papers/qed_wp_1315.pdf}
}

@Manual{hac:Canty+Ripley:2017,
  title = {\pkg{boot}: Bootstrap \proglang{R} (\proglang{S-PLUS}) Functions},
  author = {Angelo Canty and Brian D. Ripley},
  year = {2017},
  note = {\proglang{R} package version 1.3-20},
  url = {https://CRAN.R-project.org/package=boot}
}

@Book{hac:Davison+Hinkley:1997,
  title = {Bootstrap Methods and Their Applications},
  author = {A. C. Davison and D. V. Hinkley},
  publisher = {Cambridge University Press},
  address = {Cambridge},
  year = {1997}
}

@Book{hac:Mammen:1992,
  author = {Enno Mammen},
  title = {When Does Bootstrap Work?: Asymptotic Results and Simulations}, 
  series = {Lecture Notes in Statistics}, 
  volume = {77},
  publisher = {Springer-Verlag},
  year = {1992}
}

@Article{hac:Efron:1979,
  author = {Bradley Efron},
  year = {1979},
  title = {Bootstrap Methods: Another Look at the Jackknife}, 
  journal = {The Annals of Statistics}, 
  volume = {7},
  number = {1}, 
  pages = {1--26},
  doi = {10.1214/aos/1176344552}
}

@Article{hac:Pustejovsky+Tipton:2018,
  author = {James E. Pustejovsky and Elizabeth Tipton},
  title = {Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models},
  journal = {Journal of Business \& Economic Statistics},
  volume = {36},
  number = {4},
  pages = {672--683},
  year  = {2018},
  doi = {10.1080/07350015.2016.1247004}
}

@Article{hac:Satterthwaite:1946,
  title = {An Approximate Distribution of Estimates of Variance Components},
  author = {Satterthwaite, Franklin E},
  journal = {Biometrics Bulletin},
  volume = {2},
  number = {6},
  pages = {110--114},
  year = {1946},
}

@Manual{Stata,
  title = {\proglang{Stata} Statistical Software: Release~16},
  author = {{StataCorp}},
  organization = {StataCorp LLC},
  address = {College Station},
  year = {2019},
  url = {https://www.stata.com/},
}
