12.7 Packages & Functions

  • Package AER
    • Package accompanies ‘Applied Econometrics with R’ (Kleiber and Zeileis 2008)
    • ivreg(): Fit instrumental-variable regression by two-stage least squares.
  • Other packages

References

Kleiber, Christian, and Achim Zeileis. 2008. Applied Econometrics with R. New York: Springer.