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)