Hi everyone,

So far I did not succeed in moving my empirical workflow to Julia:

Data cleaning (`Query.jl/DataFrames.jl`

) -> Regression (`GLM.jl`

) -> Custom Standard Errors (`CovarianceMatrices.jl`

) ??? Latex-Regressiontable (`RegressionTables.jl`

)

The step that I fail at is to use standard custom errors (e.g. HAC) for my regression tables. Being able export tables only using iid standard errors is not really useful. So far I have not seen a solution to this problem in Julia.

What I would do in R is

```
# Return regression
regression_model <- lm(Y~ X1+ X2, data = data)
regression_model_2 <- lm(Y~ X1+ X3, data = data)
notes = c("\\parbox[t]{7cm}{" I am using custom standard errors"})
se_new = sqrt(diag(vcovHC(regression_model )))
se_new_2 = sqrt(diag(vcovHC(regression_model_2 )))
stargazer(regression_model, regression_model_2
out = paste("RegressionTable" ,spec, ".tex", sep=""), title="Regression",
se = list(se_new, se_new_2))
```

Is there any way to do the same in Julia? Maybe people use different packages, that I am not aware of.

Thank you very much!