riv: Robust instrumental variables estimator
Version 2.0-4

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

Getting started

Package details

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>
Package repositoryView on CRAN
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riv documentation built on May 29, 2017, 6:38 p.m.