riv (2.0-5)

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Robust Instrumental Variables Estimator.

http://cran.r-project.org/web/packages/riv

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

Maintainer: Gabriela Cohen-Freue
Author(s): Gabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar

License: GPL-2

Uses: MASS, quantreg, rrcov

Released about 1 year ago.


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