Maximum likelihood estimation by an EM algorithm of Heckman-type sample selection Normal or Student-t models. The reference is Lachos, Prates and Dey (2020) .
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Marcos Prates, 7 days ago
Browse source code at
Marcos Prates [aut, cre, trl]
Victor Lachos [aut]
Dipak Dey [aut]
GPL (>= 2.0)
Imports mvtnorm, sampleSelection, MomTrunc, PerformanceAnalytics
See at CRAN