Incorporate Jackknife Standard Errors a la Hansen

[escherpf]

A new paper that may be of interest for a future Pyfixest enhancement. The simulations in this paper suggest improved coverage relative to the wild bootstrap.

Hansen has provided the R code that implements his approach.

[s3alfisc]

I think we already have this alread following MacKinnon, Nielsen & Webb' paper that's shows equivalence of the cluster jackknife and CRV3 - you can use it via "vcov = {'CRV3':'cluster'} syntax? Though I'll have to read the Hansen paper more carefully, this was just a quick fist assessment =)

[s3alfisc]

I will for sure read the paper more closely, this is exactly my cup of tea 😀 thanks for the pointer!