riv: Robust Instrumental Variables Estimator
Finds a robust instrumental variables estimator using a
high breakdown point S-estimator of multivariate location
and scatter matrix.
Version: |
2.0-5 |
Depends: |
MASS, rrcov, quantreg |
Published: |
2018-05-24 |
DOI: |
10.32614/CRAN.package.riv |
Author: |
Gabriela Cohen-Freue and Davor Cubranic,
with contributions from B. Kaufmann and R.H. Zamar |
Maintainer: |
Gabriela Cohen-Freue <gcohen at stat.ubc.ca> |
License: |
GPL-2 |
NeedsCompilation: |
no |
CRAN checks: |
riv results |
Documentation:
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