Companion R package for
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Gao and Pesaran (2023). "Identification and Estimation of Categorical Random Coefficient Models". Empirical Economics, 64(6), 2543–2588.
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Link to the draft: Published Version / arXiv: 2303.14380.
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For a quick preview of the paper, please see the poster and slides in this repository.
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CAVEAT: The package are in a very preliminary stage and subject to revising. Please use at your own risk.
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The current beta version can be installed from Github by
devtools::install_github("zhan-gao/ccrm")
library(ccrm)