ivlewbel: Uses heteroscedasticity to estimate mismeasured and endogenous regressor models

Research output: Other contribution

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Abstract

GMM estimation of triangular systems using heteroscedasticity based instrumental variables as in Lewbel (2012).

Original language	English
Type	Statistical Software
Publisher	The Comprehensive R Archive Network
Publication status	Published - 28 May 2014

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title = "ivlewbel: Uses heteroscedasticity to estimate mismeasured and endogenous regressor models",

abstract = "GMM estimation of triangular systems using heteroscedasticity based instrumental variables as in Lewbel (2012).",

author = "Alan Fernihough",

year = "2014",

month = may,

day = "28",

language = "English",

publisher = "The Comprehensive R Archive Network",

type = "Other",

}

TY - GEN

T1 - ivlewbel: Uses heteroscedasticity to estimate mismeasured and endogenous regressor models

AU - Fernihough, Alan

PY - 2014/5/28

Y1 - 2014/5/28

N2 - GMM estimation of triangular systems using heteroscedasticity based instrumental variables as in Lewbel (2012).

AB - GMM estimation of triangular systems using heteroscedasticity based instrumental variables as in Lewbel (2012).

M3 - Other contribution

PB - The Comprehensive R Archive Network

ER -