Displaying 1 result from an estimated 1 matches for "optioin".
2009 Apr 13
2
joint estimation of two poisson equations
Dear list members,
Is there a package somewhere for jointly estimating two poisson processes?
I think the closest I've come is using the "SUR" option in the Zelig
package (see below), but when I try the "poisson" option instead of
the "SUR" optioin I get an error (error given below, and indeed,
reading the documentation of the Zelig package, I get the impression
"poisson" was not meant to handle a system of equations).
I think I could do it myself by constructing the likelihood function
and then applying ML, but I'd prefer to a...