This package estimates ols, logit, and probit models with Conley standard errors. It extends and modifies earlier implementations by (i) Richard Bluhm, (ii) Luis Calderon and Leander Heldring, (iii) Darin Christensen and Thiemo Fetzer, and (iv) Timothy Conley, of which all but the one by Timothy Conley are extensions and modifications of earlier implementations themselves.
You can install this package using devtools::install_github("ChristianDueben/conleyreg", build_vignettes = T) in R. devtools::install_github("ChristianDueben/conleyreg") installs the package without the vignette.
Let me know, if you come across any errors.
Extensions to this package are certainly welcome. You can add them by sending me an e-mail or by submitting a pull request.
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