[R] Econometrics Packages On R

Spencer Graves spencer.graves at pdf.com
Sun Jul 25 17:40:03 CEST 2004

      There are several.  From "www.r-project.org" -> 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. 
p.s. PLEASE do read the posting guide! 
"http://www.R-project.org/posting-guide.html".  It can help you answer 
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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
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> R-help at stat.math.ethz.ch mailing list
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