Other packages > Find by keyword >

diseq  

Estimation Methods for Markets in Equilibrium and Disequilibrium
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]
All associated links for this package
First Published: 2020-04-28
Latest Update:
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Superseded by package markets.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. Accessed 25 Jun. 2026.
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
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA