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.