epmrob (Q5984248)
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Robust Estimation of Probit Models with Endogeneity
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | epmrob |
Robust Estimation of Probit Models with Endogeneity |
Statements
Package provides a set of tools for robust estimation and inference for probit model with endogenous covariates. The current version contains a robust two-step estimator. For technical details, see Naghi, Varadi and Zhelonkin (2022), <doi:10.1016/j.ecosta.2022.05.001>.
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16 June 2023
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