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ivlewbel (version 1.1)
Uses heteroscedasticity to estimate mismeasured and endogenous regressor models
Description
GMM estimation of triangular systems using heteroscedasticity based instrumental variables as in Lewbel (2012)
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Version
Version
1.1
1.0
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Install
install.packages('ivlewbel')
Monthly Downloads
23
Version
1.1
License
GPL-2 | GPL-3
Maintainer
Alan Fernihough
Last Published
May 28th, 2014
Functions in ivlewbel (1.1)
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lewbel
Identification using heteroscedasticity