README.md

In zhan-gao/ccrm: Package for estimation of categorical coefficient regression models (Gao and Pesaran, 2023).

ccrm

Companion R package for

• Gao and Pesaran (2023). "Identification and Estimation of Categorical Random Coefficient Models". Empirical Economics, 64(6), 2543–2588.

• Link to the draft: Published Version / arXiv: 2303.14380.

• For a quick preview of the paper, please see the poster and slides in this repository.

• CAVEAT: The package are in a very preliminary stage and subject to revising. Please use at your own risk.

• The current beta version can be installed from Github by

devtools::install_github("zhan-gao/ccrm")
library(ccrm)

zhan-gao/ccrm documentation built on Oct. 22, 2023, 3:24 p.m.