riv (2.0-5)

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 over 1 year ago.