py-econometrics / pyfixest

Fast High-Dimensional Fixed Effects Regression in Python following fixest-syntax
https://py-econometrics.github.io/pyfixest/pyfixest.html
MIT License
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Inference: Implement `Conley` Standard Errors #500

Open s3alfisc opened 2 weeks ago

s3alfisc commented 2 weeks ago

Context

For spatial regression, Conley standard errors are quite popular.

To do