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.
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:
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.