riv (2.0-2)

Robust instrumental variables estimator.


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 7 years ago.