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diseq
View on CRAN: Click
here
Download and install diseq package within the R console
Install from CRAN:
install.packages("diseq")
Install from Github:
library("remotes")
install_github("cran/diseq")
Install by package version:
library("remotes")
install_version("diseq", "0.4.6")
Attach the package and use:
library("diseq")
Maintained by
Pantelis Karapanagiotis
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-04-28
Latest Update: 2023-02-18
Description:
Superseded by package markets. Provides estimation methods formarkets in equilibrium and disequilibrium. Supports the estimation of anequilibrium and four disequilibrium models with both correlated andindependent shocks. Also provides post-estimation analysis tools suchas aggregation marginal effect and shortage calculations. The estimationmethods are based on full information maximum likelihood techniques givenin Maddala and Nelson 1974 doi10.23071914215. They are implementedusing the analytic derivative expressions calculated inKarapanagiotis 2020 doi10.2139ssrn.3525622. Standarderrors can be estimated by adjusting for heteroscedasticity or clustering.The equilibrium estimation constitutes a case of a system of linearsimultaneous equations. Instead the disequilibrium models replace themarket-clearing condition with a non-linearshort-side rule and allow for different specifications of price dynamics.
How to cite:
Pantelis Karapanagiotis (2020). diseq: Estimation Methods for Markets in Equilibrium and Disequilibrium. R package version 0.4.6, https://cran.r-project.org/web/packages/diseq
Previous versions and publish date:
0.0.11 (2020-04-28 12:30), 0.0.12 (2020-06-29 19:30), 0.0.13 (2020-09-21 18:50), 0.0.14 (2020-11-30 12:00), 0.1.1 (2021-01-26 19:00), 0.1.2 (2021-01-29 16:50), 0.1.3 (2021-02-02 01:10), 0.1.5 (2021-03-02 10:50), 0.2.1 (2021-04-14 13:20), 0.3.1 (2021-05-12 02:52), 0.4.1 (2022-01-10 13:42), 0.4.2 (2022-02-14 15:50), 0.4.3 (2022-02-16 14:10), 0.4.6 (2022-06-01 23:30)
Other packages that cited diseq R package
View diseq citation profile
Other R packages that diseq depends,
imports, suggests or enhances
Functions, R codes and Examples using
the diseq R package
Some associated functions: coef . diseq . equation_classes . estimate . formula-market_model-method . gradient . hessian . houses . initialize_market_model . logLik . marginal_effects . market_aggregation . market_descriptives . market_models . market_quantities . market_simulation . maximize_log_likelihood . minus_log_likelihood . model_logger-class . model_name . nobs . plot . scores . shortage_analysis . show . single_call_estimation . summaries . system_classes . variable_names . vcov .
Some associated R codes: data.R . diseq.R . diseq_basic.R . diseq_deterministic_adjustment.R . diseq_directional.R . diseq_stochastic_adjustment.R . disequilibrium_model.R . equation_base.R . equation_basic.R . equation_deterministic_adjustment.R . equation_directional.R . equation_stochastic_adjustment.R . equilibrium_model.R . gradient_basic.R . gradient_deterministic_adjustment.R . gradient_directional.R . gradient_equilibrium.R . gradient_stochastic_adjustment.R . hessian_basic.R . hessian_directional.R . likelihood_basic.R . likelihood_deterministic_adjustment.R . likelihood_directional.R . likelihood_equilibrium.R . likelihood_stochastic_adjustment.R . market_fit.R . market_model.R . model_logger.R . model_simulation.R . system_base.R . system_basic.R . system_deterministic_adjustment.R . system_directional.R . system_equilibrium.R . system_stochastic_adjustment.R . zzz.R . Full diseq package functions and examples
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