ivlewbel: Uses heteroscedasticity to estimate mismeasured and endogenous regressor models

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

Getting started

Package details

AuthorAlan Fernihough
MaintainerAlan Fernihough <alan.fernihough@gmail.com>
LicenseGPL-2 | GPL-3
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ivlewbel")

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ivlewbel documentation built on May 30, 2017, 5:37 a.m.