Tag: econometrics

ivreg: Two-stage least-squares regression with diagnostics


The ivreg function for instrumental variables regression had first been introduced in the AER package but is now developed and extended in its own package of the same name. This post provides a short overview and illustration. Read more ›

Spatial lag model trees


Economic growth models are recursively partitioned to assess heterogeneity in growth and convergence across EU regions while adjusting for spatial dependencies. Accompanied by R package lagsarlmtree, combining partykit::mob and spdep::lagsarlm. Read more ›