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npiv: Nonparametric Instrumental Variables Estimation and Inference
Implements methods introduced in Chen, Christensen, and Kankanala (2024) <doi:10.1093/restud/rdae025> for estimating and constructing uniform confidence bands for nonparametric structural functions using instrumental variables, including data-driven choice of tuning parameters. All methods in this package apply to nonparametric regression as a special case.
Getting started
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Package details |
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| Author | Jeffrey S. Racine [aut], Timothy Christensen [aut, cre], Patrick Alken [ctb], Rhys Ulerich [ctb], Simon N. Wood [ctb] |
| Maintainer | Timothy Christensen <timothy.christensen@yale.edu> |
| License | GPL (>= 3) |
| Version | 0.1.3 |
| Package repository | View on CRAN |
| Installation |
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