/grmpy-semipar

Primary LanguageJupyter NotebookMIT LicenseMIT

grmpy-semipar

grmpy-semipar provides a Local Instrumental Variable (LIV) approach to estimating the generalized Roy model.

In the future, this semiparametric estimation method will be added to the open-source Python package grmpy. Currently, grmpy is limited to the estimation of a parametric normal version of the generalized Roy model.

See the online documentation for more on the current capabilities of the grmpy package.


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