This is R code for the 2sCOPE method in our paper 'Addressing Endogeneity using a Two-stage Copula Generated Regressor Approach'. Please feel free to cite and use.
Please refer to the function of 2sCOPE in the first part of 'Rcode_tscope.R', and refer to an example of how to use this r function in the second part of 'Rcode_tscope.R'
PLEASE CITE AS: Yang, F., Qian, Y., & Xie, H. (2022). Addressing endogeneity using a two-stage copula generated regressor approach (No. w29708). National Bureau of Economic Research.