Package: micEconCES 1.0-2
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:
micEconCES_1.0-2.tar.gz
micEconCES_1.0-2.zip(r-4.5)micEconCES_1.0-2.zip(r-4.4)micEconCES_1.0-2.zip(r-4.3)
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')) |
Bug tracker:https://github.com/micecon/miceconces/issues
- GermanIndustry - Aggregated Time Series Data for the West German Industry
- MishraCES - Mishra's (2006) CES data
Last updated 2 years agofrom:a91e3aa8ff. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 13 2024 |
R-4.5-win | OK | Nov 13 2024 |
R-4.5-linux | OK | Nov 13 2024 |
R-4.4-win | OK | Nov 13 2024 |
R-4.4-mac | OK | Nov 13 2024 |
R-4.3-win | OK | Nov 13 2024 |
R-4.3-mac | OK | Nov 13 2024 |
Dependencies:abindbackportsbdsmatrixbootbroomcarcarDataclicollapsecolorspacecowplotcpp11DEoptimDerivdigestdoBydplyrfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmaxLikmgcvmicEconmicrobenchmarkminpack.lmminqamiscToolsmodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigplmpurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackrlangsandwichscalesSparseMstringistringrsurvivalsystemfittibbletidyrtidyselectutf8vctrsviridisLitewithrzoo
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Calculate CES function | cesCalc |
Estimate a CES function | cesEst print.cesEst |
Methods for Estimated CES Functions | coef.cesEst coef.summary.cesEst fitted.cesEst residuals.cesEst vcov.cesEst |
Durbin Watson Test for Estimated CES Functions | durbinWatsonTest.cesEst dwt.cesEst |
Aggregated Time Series Data for the West German Industry | GermanIndustry |
Mishra's (2006) CES data | MishraCES |
Plot RSSs of a CES Function Estimated by Grid Search | plot.cesEst |
Summarize Estimation of a CES Function | print.summary.cesEst summary.cesEst |