[R] Econometrics ...

[Achim Zeileis]

John Janmaat wrote:
> 
> Hello,
> 
> Is there a package available for R which generates output commonly used
> by econometricians (eg., the Durbin-Watson statistic for serial
> correlation in regression residuals)?  I'm pretty sure most of the stuff
> is out there in assorted packages, under different names.  However, it
> would make my life, and that of my students, easier if it was all in one
> package.

By now there is no econometrics package or bundle, there are only
several packages, that might be of interest for econometricians. The
Durbin Watson test is for example in the package "lmtest" (a new version
of "lmtest" that offers not only the test statistic but also the p-value
is about to be finished). Other packages with useful econometric
functions can be found in "tseries" or in "strucchange".

Z


> Thanks,
> 
> John.
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