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

Package details

Maintainer
LicenseGPL-3
Version0.0.2
URL https://github.com/kolesarm/ManyIV
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/ManyIV")
kolesarm/ManyIV documentation built on March 13, 2021, 6:31 a.m.