| Name : R-diseq
| |
| Version : 0.0.14
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.3.1
| Date : 2024-03-19 03:00:40
|
| Group : Development/Libraries/Other
| Source RPM : R-diseq-0.0.14-lp155.3.1.src.rpm
|
| Size : 2.06 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Estimation Methods for Markets in Disequilibrium
|
Description :
Provides estimation methods for markets in equilibrium and
disequilibrium. Specifically, it supports the estimation of an
equilibrium and four disequilibrium models with both correlated and
independent shocks. It also provides post-estimation analysis tools,
such as aggregation and marginal effects calculations. The estimation
methods are based on full information maximum likelihood techniques
given in Maddala and Nelson (1974) < doi:10.2307/1914215>. They are
implemented using the analytic derivative expressions calculated in
Karapanagiotis (2020) < doi:10.2139/ssrn.3525622>. The equilibrium
estimation constitutes a special case of a system of simultaneous
equations. The disequilibrium models, instead, replace the market
clearing condition with a short side rule and allow for different
specifications of price dynamics.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
