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A flexible, efficient implementation of multilateral price index calculations. Includes common methods focused on time product dummy regression and GEKS variations. Allows for extension of the methods through automatic window splicing. See Krsinich (2016) <doi: 10.1515/jos-2016-0021>.
Package details |
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Author | Matthew Stansfield [aut, cre] |
Maintainer | Matthew Stansfield <m.stansfield85@gmail.com> |
License | GPL (>= 3) |
Version | 1.0.0 |
URL | https://github.com/MjStansfi/multilateral |
Package repository | View on CRAN |
Installation |
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