Microeconometrics.jl
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Master status |
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Microeconometric estimation in Julia.
Currently supported estimators:
- Linear regression
- Ordinary least squares
- Two-stage least squares
- Linear GMM
- Binary choice
- Logit
- Probit
- Complementary log-log
- Gompit
- Count data
- Poisson
- IV Poisson with additive errors
- IV Poisson with multiplicative errors
- Reweighting methods
- Inverse probability weighting
- Abadie (2003)
- Frölich and Melly (2013)
- Tan (2006)