riv: Robust instrumental variables estimator

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

Version: 2.0-4
Depends: MASS, rrcov, quantreg
Published: 2013-10-03
Author: Gabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar
Maintainer: Gabriela Cohen-Freue <gcohen at stat.ubc.ca>
License: GPL-2
NeedsCompilation: no
CRAN checks: riv results

Downloads:

Reference manual: riv.pdf
Package source: riv_2.0-4.tar.gz
MacOS X binary: riv_2.0-4.tgz
Windows binary: riv_2.0-4.zip
Old sources: riv archive