Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.
| Version: | 2.0-3 |
| Depends: | MASS, rrcov, quantreg |
| Published: | 2012-11-30 |
| Author: | Gabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar |
| Maintainer: | Gabriela Cohen-Freue <Gabriela.Cohen-Freue at hli.ubc.ca> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | riv results |
| Package source: | riv_2.0-3.tar.gz |
| MacOS X binary: | riv_2.0-3.tgz |
| Windows binary: | riv_2.0-3.zip |
| Reference manual: | riv.pdf |
| Old sources: | riv archive |