kolesarm/GMMSensitivity: Optimal Sensitivity Analysis in Generalized Method of Moments Models

Construct confidence intervals in generalized method of moments models that are valid and optimal under local misspecification.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1.2.9000
URL https://github.com/kolesarm/GMMSensitivity/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kolesarm/GMMSensitivity")
kolesarm/GMMSensitivity documentation built on Sept. 17, 2020, 5:47 p.m.