Investment US Investment Data NeweyWest Newey-West HAC Covariance Matrix Estimation 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 vcovHAC Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation vcovHC Heteroskedasticity-Consistent Covariance Matrix Estimation vcovOPG Outer Product of Gradients Covariance Matrix Estimation weightsAndrews Kernel-based HAC Covariance Matrix Estimation weightsLumley Weighted Empirical Adaptive Variance Estimation