kolesarm/ManyIV: Inference in Instrumental Variables Models with Many Instruments
Calculate estimators and standard errors in a linear instrumental variables model with possibly many instruments and many exogenous regressors under homoskedasticity of the reduced form, using methods developed in Kolesár (2018 <doi:10.1016/j.jeconom.2018.01.004>. Also computes tests of overidentifying restrictions.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | GPL-3 |
| Version | 0.0.2 |
| URL | https://github.com/kolesarm/ManyIV |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
