ivlewbel: Uses heteroscedasticity to estimate mismeasured and endogenous regressor models

GMM estimation of triangular systems using heteroscedasticity based instrumental variables as in Lewbel (2012)

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Package details

AuthorAlan Fernihough
MaintainerAlan Fernihough <[email protected]>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
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ivlewbel documentation built on May 30, 2017, 5:37 a.m.