equation_classes: Equation classes

In diseq: Estimation Methods for Markets in Equilibrium and Disequilibrium

Equation classes

Description

Equation classes

Details

Classes with data and functionality describing equations of model systems.

Functions

• equation_base-class: Equation base class

• equation_basic-class: Basic disequilibrium model equation class

• equation_deterministic_adjustment-class: Deterministic adjustment disequilibrium model equation class

• equation_directional-class: Directional disequilibrium model equation class

• equation_stochastic_adjustment-class: Stochastic adjustment disequilibrium model equation class

Slots

formula

The equation formula using prefixed variables.

name

The name of the equation.

variable_prefix

A prefix string for the variables of the equation.

dependent_vector

The vector of the response.

independent_matrix

A model data matrix with columns corresponding to the set of independent variables.

price_vector

The vector of prices.

control_matrix

A model data matrix with columns corresponding to the set of independent variables without prices.

alpha_beta

A vector of right hand side coefficients.

alpha

The price coefficient.

beta

A vector of right hand side coefficient without the price coefficient.

var

The variance of the equation's shock.

sigma

The standard deviation of the equation's shock.

h

h_{x} = \frac{x - \mathrm{E} x}{√{\mathrm{Var} x}}

z

z_{xy} = \frac{h_{x} - ρ_{xy}h_{y}}{√{1 - ρ_{xy}^2}}

psi

ψ_{x} = φ(h_{x})

Psi

Ψ_{x} = 1 - Φ(z_{xy})

mu_Q

μ_{Q} = \mathrm{E}Q

var_Q

V_{Q} = \mathrm{Var}Q

sigma_Q

σ_{Q} = √{\mathrm{Var}Q}

rho_QP

ρ_{Q} = \frac{\mathrm{Cov}(Q,P)}{√{\mathrm{Var}Q\mathrm{Var}P}}

rho_1QP

ρ_{1,QP} = \frac{1}{√{1 - ρ_{QP}}}

rho_2QP

ρ_{2,QP} = ρ_{QP}ρ_{1,QP}

sigma_QP

σ_{QP} = \mathrm{Cov}(Q,P)

h_Q

As in slot h

z_PQ

As in slot z

z_QP

As in slot z

separation_subset

A vector of indicators specifying the observations of the sample described by this equation according to the separation rule of the model.

diseq documentation built on June 2, 2022, 1:10 a.m.