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SteinIV: Semi-Parametric Stein-Like Estimator with Instrumental Variables

Routines for computing different types of linear estimators, based on instrumental variables (IVs), including the semi-parametric Stein-like (SPS) estimator, originally introduced by Judge and Mittelhammer (2004) <doi:10.1198/016214504000000430>.

Version: 0.1-1
Depends: R (≥ 2.10.1)
Published: 2016-01-26
DOI: 10.32614/CRAN.package.SteinIV
Author: Cedric E Ginestet
Maintainer: Cedric E Ginestet <cedric.ginestet at kcl.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://cran.r-project.org/package=SteinIV
NeedsCompilation: no
In views: Econometrics
CRAN checks: SteinIV results

Documentation:

Reference manual: SteinIV.pdf

Downloads:

Package source: SteinIV_0.1-1.tar.gz
Windows binaries: r-devel: SteinIV_0.1-1.zip, r-release: SteinIV_0.1-1.zip, r-oldrel: SteinIV_0.1-1.zip
macOS binaries: r-release (arm64): SteinIV_0.1-1.tgz, r-oldrel (arm64): SteinIV_0.1-1.tgz, r-release (x86_64): SteinIV_0.1-1.tgz, r-oldrel (x86_64): SteinIV_0.1-1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SteinIV to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.