Calonico, Cattaneo and Farrell (2021, Bernoulli) Website https://nppackages.github.io/replication Simulations R replication files. Reference Calonico, Cattaneo and Farrell (2022): Coverage Error Optimal Confidence Intervals for Local Polynomial Regression. Bernoulli 28(4): 2998-3022. Supplemental Appendix.