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Microeconometrics.jl

Documentation Master status

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)