riv: Robust instrumental variables estimator

Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.

AuthorGabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar
Date of publication2013-10-03 23:45:09
MaintainerGabriela Cohen-Freue <gcohen@stat.ubc.ca>
LicenseGPL-2
Version2.0-4

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