I want to use the Heckman instrument variable (IV) approach but am unable to find its code. The only available heckman code is for the selection model which is different from the IV model. Can someone please help me with how to run this test?
The paper in which it was introduced is Heckman, J. J., Urzua, S., & Vytlacil, E. (2006). Understanding instrumental variables in models with essential heterogeneity. Review of Economics and Statistics, 88(3), 389–432. https://doi.org/10.1162/rest.88.3.389
The paper in which it was introduced is Heckman, J. J., Urzua, S., & Vytlacil, E. (2006). Understanding instrumental variables in models with essential heterogeneity. Review of Economics and Statistics, 88(3), 389–432. https://doi.org/10.1162/rest.88.3.389
