[R] Econometrics ...

Warnes, Gregory R gregory_r_warnes at groton.pfizer.com
Fri Oct 12 19:33:28 CEST 2001



 >  From: Paul Gilbert [mailto:pgilbert at bank-banque-canada.ca]
 >  
 >  John Janmaat wrote:
 >  
 >  > 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.
 >  
 >  That's a broad subject area, it would be a pretty big package. My
 >  small part of it (the "dse" and "dseplus" bundles on CRAN) is
 >  already already divided into many packages. You should also look
 >  at "ts", "tseries",  and "strucchange". 

 [...]

 >  > However, it
 >  > would make my life, and that of my students, easier if it was
 >  all in one package.

Perhaps the simplest thing in the short term would be to create a
'meta-package' that simply 'requires' the individual packages...

-Greg


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