MIT License

Copyright (c) 2026 Mihir Gandhi, Niels Joachim Gormsen, and Eben Lazarus

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.

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This license covers the code written by the authors. Third-party components
included in this package retain their original licenses and are not covered
by the above:

  helper/code/ado/               Stata packages neweyfixedb, testfixedb,
                                 xtsccfixedb (fixed-b HAC inference), har, hart
                                 (HAR inference) and outreg2 -- see
                                 readmefixedb.txt and readmehar.txt in that
                                 folder and the headers of the .ado files.
                                 The authors modified hart, kernel_t and
                                 kernel_F_all to fix the HAR bandwidth (lines
                                 marked "hardcode"); see the README.
  helper/code/functions/exportfig/   export_fig (Oliver Woodford, Yair Altman), BSD
                                 license -- see the LICENSE file in that folder.
  helper/code/ado/               SSC packages reghdfe, ftools, ivreghdfe (Sergio
                                 Correia, MIT license), ivreg2 and ranktest (Baum,
                                 Schaffer and Stillman) and moremata (Ben Jann),
                                 copied from the authors' Stata installation --
                                 see the headers and help files of each package.

The data files distributed with this package are third-party data subject to
their providers' own terms of use, documented source by source in README.html
(this folder).

(License file added 2026-09-02 by Claude (Fable 5.1, claude-fable-5-1, via
Claude Code) at the authors' request; MIT chosen by the authors.)
