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.
| Version: | 1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | optimr, Formula, numDeriv |
| Suggests: | MASS, knitr, rmarkdown, sandwich |
| Published: | 2020-05-31 |
| Author: | Nate Latshaw [aut, cre], Michael Guggisberg [aut], Institute for Defense Analyses [cph] |
| Maintainer: | Nate Latshaw <dcms2015 at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | Disequilibrium results |
| Reference manual: | Disequilibrium.pdf |
| Vignettes: |
Disequilibrium: Model for markets in disequilibrium |
| Package source: | Disequilibrium_1.1.tar.gz |
| Windows binaries: | r-devel: Disequilibrium_1.1.zip, r-release: Disequilibrium_1.1.zip, r-oldrel: Disequilibrium_1.1.zip |
| macOS binaries: | r-release: Disequilibrium_1.1.tgz, r-oldrel: Disequilibrium_1.1.tgz |
| Old sources: | Disequilibrium archive |
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