valueprhr-package

valueprhr

This package provides tools for analyzing the relationship between
direct prices (based on labor values) and prices of production using
various econometric and statistical methods.

internal

Provides tools for analyzing the relationship between direct
prices (based on labor values) and prices of production using Bayesian
generalized linear models, panel data methods, partial least squares
regression, canonical correlation analysis, and panel vector
autoregression. Includes functions for model comparison, out-of-sample
validation, and structural break detection. Here, methods use raw accounting data with explicit temporal structure, following Gomez Julian (2023) <doi:10.17605/OSF.IO/7J8KF>
and standard econometric techniques for panel data analysis.

José Mauricio Gómez Julián

Value-Price Analysis with Bayesian and Panel Data Methods

Jose Mauricio Gomez Julian

valueprhr-package function

<dl>
 <dt><code>prepare_panel_data</code></dt>
<dd>Convert wide-format price matrices to panel data</dd></dl> <dt><code>fit_bayesian_glm_sectors</code></dt>
<dd>Fit Bayesian GLM for each sector</dd> <dt><code>fit_twoway_fe</code></dt>
<dd>Fit two-way fixed effects panel model</dd> <dt><code>fit_mundlak_cre</code></dt>
<dd>Fit Mundlak correlated random effects model</dd> <dt><code>fit_pls_multivariate</code></dt>
<dd>Fit PLS regression with CV selection</dd> <dt><code>run_cca_var_analysis</code></dt>
<dd>Run sparse CCA and panel VAR analysis</dd> <dt><code>rolling_window_cv</code></dt>
<dd>Perform rolling window cross-validation</dd> <dt><code>test_structural_breaks</code></dt>
<dd>Test for structural breaks</dd> <dt><code>compare_models</code></dt>
<dd>Generate model comparison table</dd>

Main Functions

Maintainer: Jose Mauricio Gomez Julian <a href="/link/isadore.nabi%40pm.me?package=valueprhr&version=0.1.0" data-mini-rdoc="valueprhr::isadore.nabi@pm.me">isadore.nabi@pm.me</a> (<a href="https://orcid.org/0009-0000-2412-3150">ORCID</a>)

Author

valueprhr: Value-Price Analysis with Bayesian and Panel Data Methods — valueprhr-package

<dl>
 <dt><code>prepare_panel_data</code></dt>
<dd>Convert wide-format price matrices to panel data</dd>

 <dt><code>fit_bayesian_glm_sectors</code></dt>
<dd>Fit Bayesian GLM for each sector</dd>

 <dt><code>fit_twoway_fe</code></dt>
<dd>Fit two-way fixed effects panel model</dd>

 <dt><code>fit_mundlak_cre</code></dt>
<dd>Fit Mundlak correlated random effects model</dd>

 <dt><code>fit_pls_multivariate</code></dt>
<dd>Fit PLS regression with CV selection</dd>

 <dt><code>run_cca_var_analysis</code></dt>
<dd>Run sparse CCA and panel VAR analysis</dd>

 <dt><code>rolling_window_cv</code></dt>
<dd>Perform rolling window cross-validation</dd>

 <dt><code>test_structural_breaks</code></dt>
<dd>Test for structural breaks</dd>

 <dt><code>compare_models</code></dt>
<dd>Generate model comparison table</dd>


</dl>

Maintainer: Jose Mauricio Gomez Julian <a href='mailto:isadore.nabi@pm.me'>isadore.nabi@pm.me</a> (<a href='https://orcid.org/0009-0000-2412-3150'>ORCID</a>)

valueprhr-package: valueprhr: Value-Price Analysis with Bayesian and Panel Data Methods

Description

Arguments

Main Functions

Author

See Also