Package: micEconCES 1.0-2

Arne Henningsen

micEconCES: Analysis with the Constant Elasticity of Substitution (CES) Function

Tools for econometric analysis and economic modelling with the traditional two-input Constant Elasticity of Substitution (CES) function and with nested CES functions with three and four inputs. The econometric estimation can be done by the Kmenta approximation, or non-linear least-squares using various gradient-based or global optimisation algorithms. Some of these algorithms can constrain the parameters to certain ranges, e.g. economically meaningful values. Furthermore, the non-linear least-squares estimation can be combined with a grid-search for the rho-parameter(s). The estimation methods are described in Henningsen et al. (2021) <doi:10.4337/9781788976480.00030>.

Authors:Arne Henningsen and Geraldine Henningsen

micEconCES_1.0-2.tar.gz
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micEconCES_1.0-2.tgz(r-4.4-any)micEconCES_1.0-2.tgz(r-4.3-any)
micEconCES_1.0-2.tar.gz(r-4.5-noble)micEconCES_1.0-2.tar.gz(r-4.4-noble)
micEconCES_1.0-2.tgz(r-4.4-emscripten)micEconCES_1.0-2.tgz(r-4.3-emscripten)
micEconCES.pdf |micEconCES.html
micEconCES/json (API)
NEWS

# Install 'micEconCES' in R:
install.packages('micEconCES', repos = c('https://micecon.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/micecon/miceconces/issues

Datasets:

On CRAN:

2 exports 1 stars 0.87 score 75 dependencies 14 scripts 598 downloads

Last updated 2 years agofrom:a91e3aa8ff. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 14 2024
R-4.5-winOKSep 14 2024
R-4.5-linuxOKSep 14 2024
R-4.4-winOKSep 14 2024
R-4.4-macOKSep 14 2024
R-4.3-winOKSep 14 2024
R-4.3-macOKSep 14 2024

Exports:cesCalccesEst

Dependencies:abindbackportsbdsmatrixbootbroomcarcarDataclicollapsecolorspacecowplotcpp11DEoptimDerivdigestdoBydplyrfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmaxLikmgcvmicEconmicrobenchmarkminpack.lmminqamiscToolsmodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplmpurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackrlangsandwichscalesSparseMstringistringrsurvivalsystemfittibbletidyrtidyselectutf8vctrsviridisLitewithrzoo

Readme and manuals

Help Manual

Help pageTopics
Calculate CES functioncesCalc
Estimate a CES functioncesEst print.cesEst
Methods for Estimated CES Functionscoef.cesEst coef.summary.cesEst fitted.cesEst residuals.cesEst vcov.cesEst
Durbin Watson Test for Estimated CES FunctionsdurbinWatsonTest.cesEst dwt.cesEst
Aggregated Time Series Data for the West German IndustryGermanIndustry
Mishra's (2006) CES dataMishraCES
Plot RSSs of a CES Function Estimated by Grid Searchplot.cesEst
Summarize Estimation of a CES Functionprint.summary.cesEst summary.cesEst