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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

Install

install.packages('ivlewbel')

Monthly Downloads

32

Version

1.1

License

GPL-2 | GPL-3

Maintainer

Alan Fernihough

Last Published

May 28th, 2014

Functions in ivlewbel (1.1)

lewbel

Identification using heteroscedasticity