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2010 Jan 09
2
Functions for QUAIDS and nonlinear SUR?
Hi, I would like to estimate a quadratic almost ideal demand system in R which is estimated usually by nonlinear seemingly unrelated regression. But there is no such function in R yet but it is readily available in STATA (nlsur), see B. Poi (2008): Demand-system estimation: Update, Stata Journal 8(4). Now I am thinking, what is quicker learning to "program" STATA which seems not really comfortable for programming or implement the method in R which might be above my head in terms of econometrics. May be it works...