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Implements ordinary\nand weighted least squares with robust, cluster-robust, and\nheteroskedasticity and autocorrelation consistent (HAC)\nstandard errors; instrumental variables two-stage least squares\n(2SLS); panel data estimators (within fixed effects, two-way\nfixed effects, random effects GLS, first differences); binary\nresponse models (logit and probit with average marginal\neffects); tobit censored regression; count models (Poisson and\nnegative binomial); causal inference methods\n(difference-in-differences, sharp regression discontinuity);\nquantile regression; dynamic time series models (autoregressive\ndistributed lag, Koyck distributed lag, Prais-Winsten AR(1),\nerror correction models, vector autoregression); and time\nseries unit root batteries (augmented Dickey-Fuller,\nPhillips-Perron, KPSS, Engle-Granger cointegration, Granger\ncausality, ARCH). 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