Robust Instrumental Variables Estimator

Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.


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install.packages("riv")

2.0-5 by Gabriela Cohen-Freue, 9 months ago


Browse source code at https://github.com/cran/riv


Authors: Gabriela Cohen-Freue and Davor Cubranic , with contributions from B. Kaufmann and R.H. Zamar


Documentation:   PDF Manual  


GPL-2 license


Depends on MASS, rrcov, quantreg


See at CRAN