epmrob
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Software:5984248
Robust Estimation of Probit Models with Endogeneity
Mikhail Zhelonkin, Andrea A. Naghi, Andre Bik
Last update: 16 June 2023
Copyright license: GNU General Public License, version 2.0
Software version identifier: 0.1
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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