similar to: Econometrics ...

-----Original Message----- From: Nels Tomlinson [mailto:tomlinso at purdue.edu] Sent: Friday, October 12, 2001 3:00 PM To: Warnes, Gregory R Subject: Re: [R] Econometrics ... I like your meta-package idea. To make it more useful, it should have a help page which provide links to the appropriate functions in the other, required packages. That is, the 00index.html file in the package should

Does anyone know where I can get R code for plotting the Brown , Durbin and Evans cumsum procedure ( 1975 ) ? I wrote my own code but I am a little worried that my confiodence bands may not be correct ( I find the formula in the original paper confusing and S+Finmetrics has a formula but that formula implies that there should be 4 lines as far as I can tell ) so I would like to see someone

Hello, I have just started using R, maybe more like learning it. I am interested in using it for Time Series Analysis and I wanted to know if anyone was familiar with packages other than TS that might be appropriate. Allan

Hi, I am currently looking for a program or programmng language easy to learn, easier to operate on.I heva heard about "R", However I understand that "R" is designed especially for statisticians. As an economist, working on applied econometrics, I am not sure if it can meet my needs. Will I be able to reach precise time series or panal data regression results with

On 15/04/2018 17:26, Marc Girondot via R-help wrote: > Le 15/04/2018 ? 17:56, alireza daneshvar a ?crit?: >> break-down point > > Can you explain more what you plan to do and give an example of what you > have tried to do until now to do a "break down point" in R. Perhaps a > "break down point" is common in your field, but I have no idea about > what

Hi, I think he's talking about how much a statistical estimator is influenced by extreme datapoints, e.g. https://en.m.wikipedia.org/wiki/Robust_statistics#Breakdown_point Olivier -- Olivier Crouzet Assistant Professor @LLING UMR6310 - Universit? de Nantes / CNRS Guest Scientist @UMCG - University Medical Center Groningen / RijksUniversiteit Groningen > Le 19 avr. 2018 ? 11:00,

Hello, Is there a package that implements the Cochrane-Orcutt itterative procedure for dealing with autocorrelation in a regression model? Thanks, John. -- ========================================== John Janmaat Department of Economics Acadia University, Wolfville, NS, B0P 1X0 (902)585-1461 All opinions stated are personal, unless otherwise indicated.

Hi, I am trying to learn time series, and I am attending a colleague's course on Econometrics. However, he uses e-views, and I use R. I am trying to reproduce his examples in R, but I am having problems specifying a AR(1) model. Would anyone help me with my code? Thanks in advance! Reproducible code follows: download.file("https://sites.google.com/a/proxima.adm.br/main/ex_32.csv

Respected Sir I tried the strucchange My data is attached. However I tried the attached commands (last save.txt) to perform Bai Perron 2003... I t worked well but in the end it is giving warning that overlapping confidence interval... I am not sure how to proceed... Please Help Me Thanking You Ayanendu Sanyal -- Please have a look at our new mission and contribute into it (cut and paste the

In order not to forget it (I have not got any answer so far) ... Uwe Ligges -------- Original Message -------- Subject: plotmath in underlined style; was: Re: [R] Underline in expression(). Date: Sun, 26 Sep 2004 18:50:02 +0200 From: Uwe Ligges <ligges@statistik.uni-dortmund.de> Organization: Fachbereich Statistik, Universitaet Dortmund To: John Janmaat <jajanmaat@netscape.net>,

Hello, I'm trying to assess the similarity of two lines that are represented as points (output of differential equation solvers). Is there a function or a package that deals with things like this? Thanks, John. ==================================================== Johannus (John) Janmaat Assistant Professor of Economics Barber School of Arts and Sciences University of British Columbia -

When I try to install hte Econometrics view I get the following error: CRAN task view Econometrics not available in: install.views("Econometrics") I have already install the ctv package and loaded it before trying to install the above... Any ideas as to what's going on?

The package AER accompanying the forthcoming book "Applied Econometrics with R" by Christian Kleiber and me in the Springer useR! series has (finally!) been released to CRAN: http://CRAN.R-project.org/package=AER It contains some new R functionality o tobit regression convenience interface (to "survival") o instrumental variables regression (two-stage least squares)

The package AER accompanying the forthcoming book "Applied Econometrics with R" by Christian Kleiber and me in the Springer useR! series has (finally!) been released to CRAN: http://CRAN.R-project.org/package=AER It contains some new R functionality o tobit regression convenience interface (to "survival") o instrumental variables regression (two-stage least squares)

Version 1.0-0 of the package "AER" for "Applied Econometrics with R" has been released to CRAN (http://CRAN.R-project.org/package=AER) a few weeks ago. It accompanies Applied Econometrics with R Christian Kleiber, Achim Zeileis http://www.springer.com/978-0-387-77316-2 http://www.amazon.com/Applied-Econometrics-R-Use/dp/0387773169/ from Springer's useR!

Version 1.0-0 of the package "AER" for "Applied Econometrics with R" has been released to CRAN (http://CRAN.R-project.org/package=AER) a few weeks ago. It accompanies Applied Econometrics with R Christian Kleiber, Achim Zeileis http://www.springer.com/978-0-387-77316-2 http://www.amazon.com/Applied-Econometrics-R-Use/dp/0387773169/ from Springer's useR!

Hello All, Is there an analogue to \underbar or the AMS math \underline in graphical math expressions? Thanks, John. -- ===================================================================================== Dr. John Janmaat Department of Economics Acadia University Wolfville, Nova Scotia, Canada B4P 2R6 TEL: 902-585-1461 WWW: http://ace.acadiau.ca/~jjanmaat/ EMAIL: jjanmaat at acadiau.ca June

Hi all, Please recommend good books for the following three categories. (I am aim at finance, macroeconomics, trading and business applications). (1) statistical (financial) data analysis; (2) time series; (3) econometrics. More specifically, I am looking for the following two types of books: (1) Books that provide big pictures and intuitions and books that connect dots... For example, there

Dear All, I am a long time S user and now a convert to R. As part of my general work in time series I occasionally assist groups of econometricians and others in the finance fraternity. In particular, that community has invested a large amount of time and effort in writing specialised code in Gauss. I am unfamiliar with Gauss (although I have used Matlab which is, I understand, a comparable

We are pleased to announce the release of version 0.0 of bayesm on CRAN. bayesm covers many important models used in marketing and micro-econometrics applications. The package includes: Bayes Regression (univariate or multivariate dep var) Multinomial Logit Multinomial and Multivariate Probit Multivariate Mixtures of Normals Hierarchical Linear Models with a normal prior and covariates