Displaying 4 results from an estimated 4 matches for "fairmodel".
2008 Jun 18
1
FRB/US
I would like to run the Federal Reserves econometric model on open source
software - they sent me the specifications for the model and what is
neccessary to run the model on TROLL (which is a commercially available
econometric software)
I am looking into the feasability of doing this and whether or not R is the
right tool - I would like to discuss the idea with someone who is familiar
with this
2004 Apr 25
7
R vs Matlab: which is more "programmer friendly"?
Hi,
The department of economics at our university (Budapest) is planning a
course on numerical methods in economics. They are trying to decide
which software to use for that, and I would like to advocate R. The
other alternative is Matlab.
I have found comparisons in terms of computational time for matrix
algebra, but I don't think that is relevant: the bottleneck for
economists is usually
2010 Mar 11
1
VAR with contemporaneous effects
Hi,
I would like to estimate a VAR of the form:
Ay_t = By_t-1 + Cy_t-2 + ... + Dx_t + e_t
Where A is a non-diagonal matrix of coefficients, B and C are matricies of
coefficients and D is a matrix of coefficients for the exogenous variables.
I don't think the package {vars} can do this because I want to include
contemporaneous cross-variable impacts.
So I want y1_t to affect y2_t and I
2007 Nov 07
3
Using R for large econometric models
Dear helpeRs,
a colleague of mine would like to give R a try. He uses econometric
models which typically involve a large number of variables, esp. time
series. Having no experience with handling very large data sets myself
I turn to you.
1. Could you please describe your experiences to cope with these
situations?
2. What kind of difficulties will he have to face? Are there special