Disequilibrium: Disequilibrium Models

Estimate, summarize, and perform predictions with the market in disequilibrium model, as found in Gourieroux, C. (2000) <doi:10.1017/CBO9780511805608> and Maddala, G. (1983) <doi:10.1017/CBO9780511810176>. The parameters are estimated with maximum likelihood.

Package details

AuthorNate Latshaw [aut, cre], Michael Guggisberg [aut], Institute for Defense Analyses [cph]
MaintainerNate Latshaw <dcms2015@gmail.com>
LicenseGPL-3
Version1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Disequilibrium")

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Disequilibrium documentation built on July 2, 2020, 3:27 a.m.