ivcloglog is essentially the same thing as ivprobit, twostep but for the cloglog model; see ivprobit and cloglog. ivcloglog estimates a complementary log-log model with instrumenting of endogenous ...

For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

This is a preview. Log in through your library . Abstract We introduce a random walk in random environment associated to an underlying directed polymer model in 1 + 1 dimensions. This walk is the ...