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Hi there,
my question is about using external, "IV-like" Instruments in pgmm(). Is such a feature implemented?
For example:
`mod
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Missing at random MAR and GMM
missing in instrumental variables
Chaudhuri, Saraswata, and David K. Guilkey. 2015. “GMM with Multiple Missing Variables.” Journal of Applied Econometrics, January, n/a …
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Are there any plans to implement multinomial logistic regression?
Specifically, I am referring to the situation of a categorical output variable that has strictly greater than two possible classes.…
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see discussion in https://groups.google.com/d/msg/pystatsmodels/WtqcXF3KtJI/wVH4HrHtHVMJ
target: get equivalent to Stata's `teffects`
## References
mix between statistics, econometrics and Stata (…
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https://reader.elsevier.com/reader/sd/pii/S0169207019300895?token=E3393B4810E389D722202EDE9CBA716882032FDFF02035A2F45C03D329E3BCCFF2BDB7A8A45C0B2C53C3F1465E5E1EC1
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https://search.r-project.org/CRAN/refmans/crch/html/crch.html
tobit model with heteroscedasticity, common censoring thresholds
just a detail
If loglike depends on cdf, then we need derivatives.…
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[словарик stata-R](https://github.com/andrey-lukyanov/Econometrics_project_2018).
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#### Describe the bug
I use ccf to calculate cross-correlation coefficient between two time-series arrays, but found that only half correlation was given (if I'm using it correctly). Then the maxim…
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related PRs
#3294 adds factor analysis
#4156 adds MLE for factor analysis/model based on Bai/Li
#4143 add asymptotic covariance matrices for correlation and covariance estimates which should be…