Iuri Gavronski
2014-Jun-03 21:54 UTC
[R] Multiplicative Heterogeneous DIFFusion (mhdiff) models in R
Hi, I am looking for a port of the SAS mhdiff macro ( http://www.soc.cornell.edu/faculty/strang/mhdiff/mhdiff_b.sas) to R, to estimate multiplicative heterogeneous diffusion models (see http://www.soc.cornell.edu/faculty/strang/mhdiff/mhdiff_b.pdf or http://www.jstor.org/stable/2781285) Thanks in advance, Iuri _____________________________________________ Dr. Iuri Gavronski Assistant Professor Programa de Pós-Graduação em Administração Universidade do Vale do Rio dos Sinos – UNISINOS Av. Unisinos, 950 – São Leopoldo – RS – Brasil Sala (Room) 5A 407 D 93022-000 www.unisinos.br TEL +55-51-3591-1122 ext. 1589 FAX +55-51-3590-8447 Email: igavronski@unisinos.br CV Lattes: http://lattes.cnpq.br/8843390959025944 [[alternative HTML version deleted]]