Disequilibrium

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.

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Install

install.packages('Disequilibrium')

Monthly Downloads

26

Version

1.1

License

GPL-3

Maintainer

Last Published

May 31st, 2020

Functions in Disequilibrium (1.1)