kolesarm/ManyIV: Inference in instrumental variables models with many instruments

Calculates estimator and standard errors in a linear instrumental variables model with possibly many instruments and many exogenous regressors under homoscedasticity. Also computes many-instruments-robust tests of overidentifying restrictions.

Package details

Maintainer
LicenseGPL-3
Version0.0.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("kolesarm/ManyIV")
kolesarm/ManyIV documentation built on June 5, 2018, 12:35 a.m.