Re: [R] Econometrics Packages On R

From: Spencer Graves <>
Date: Mon 26 Jul 2004 - 01:40:03 EST

      There are several. From "" -> search -> R site search -> "econometrics", I got 181 hits; for "econometrics package", I got 91 hits. May of those may not interest you. However, I would think that enough might be of interest that it might be worth skimming at least the first 30 if you haven't already. I just found packages "spdep" for "Spatial simultaneous autoregressive error model estimation", "sna" for "social network analysis", and "tseries" with a "garch" function. There are more, and not all that you find will be currently available from CRAN: Some would not run automatically under all platforms and so have been removed.

      However, I have "dse1" and "dse2" running on my machine for "dynamic systems estimation", and I believe a search for "irregular time series" should produce many references to tools that are currently available. (Even tools not currently dowloadable from CRAN may still be available from the contributors, and may work on your machine. Moreover, the parts that don't work may not interest you, and if they do, you might easily be able to fix them.)

      hope this helps.
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Allan W. Bart, Jr. wrote:

> Hello,
> I have just started using R, maybe more like learning it. I am
> interested in using it for Time Series Analysis and I wanted to know
> if anyone was familiar with packages other than TS that might be

> appropriate.
> Allan
> ______________________________________________
> mailing list
> PLEASE do read the posting guide!
> mailing list PLEASE do read the posting guide! Received on Mon Jul 26 01:48:20 2004

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