Disequilibrium: Disequilibrium Models

Estimate, summarize, and perform predictions with the market in disequilibrium model, as found in Gourieroux, C. (2000) <doi:10.1017/CBO9780511805608> and Maddala, G. (1983) <doi:10.1017/CBO9780511810176>. The parameters are estimated with maximum likelihood.

Version: 1.0
Imports: optimr, Formula, numDeriv
Suggests: MASS
Published: 2020-01-20
Author: Nate Latshaw [aut, cre], Michael Guggisberg [aut]
Maintainer: Nate Latshaw <dcms2015 at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: Disequilibrium results


Reference manual: Disequilibrium.pdf
Package source: Disequilibrium_1.0.tar.gz
Windows binaries: r-prerelease: Disequilibrium_1.0.zip, r-release: Disequilibrium_1.0.zip, r-oldrel: Disequilibrium_1.0.zip
macOS binaries: r-prerelease: Disequilibrium_1.0.tgz, r-release: Disequilibrium_1.0.tgz, r-oldrel: Disequilibrium_1.0.tgz


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