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riv: Robust Instrumental Variables Estimator
Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.
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Package details |
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| Author | Gabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar |
| Maintainer | Gabriela Cohen-Freue <gcohen@stat.ubc.ca> |
| License | GPL-2 |
| Version | 2.0-5 |
| Package repository | View on CRAN |
| Installation |
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