[R-pkgs] dynlm: new version 0.2-0

From: Achim Zeileis <Achim.Zeileis_at_r-project.org>
Date: Mon, 28 Jan 2008 11:46:26 +0100 (CET)

Dear useRs,

I've release a new version of the "dynlm" package to CRAN which adds two new features:

  o instrumental variables regression (two-stage least squares) via     formulas like
      dynlm(y ~ x1 + x2 | z1 + z2 + z3, data = mydata)     where z1, z2, z3 are the instruments which can again contain     lags/differences/season via the d()/L()/season() operators.

  o specification of multiple lags via formulas like

      dynlm(y ~ L(x, 0:4), data = mydata)     where y is regressed on x and lags 1 through 4 of x.

Furthermore, I've enhanced some convenience funcitonality such as printing and fixed a bug in the time alignment when there were leading NAs in the underlying data.

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https://stat.ethz.ch/mailman/listinfo/r-packages Received on Mon 28 Jan 2008 - 21:46:07 EST

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