Re: [R] Using R for large econometric models

2007-11-07 Thread John C Frain
I take it your friend is interested in large scale macro econometric models involving perhaps more than a thousand equations. The software one would like to use might involve managing the model database, estimating the model and simulating the model. If the model involves rational expectations t

Re: [R] Using R for large econometric models

2007-11-07 Thread Doran, Harold
lf Of Dietrich Trenkler > Sent: Wednesday, November 07, 2007 3:05 AM > To: R-help > Subject: [R] Using R for large econometric models > > Dear helpeRs, > > a colleague of mine would like to give R a try. He uses > econometric models which typically involve a large nu

Re: [R] Using R for large econometric models

2007-11-07 Thread Pfaff, Bernhard Dr.
Dear Dietrich, in the first place, it would have been helpful to know which kind of econometric models your colleague wants to utilise. With respect to econometric methods you might want to have a look at the CRAN Task Views for econometrics and finance, to see what is already available: http:

[R] Using R for large econometric models

2007-11-07 Thread Dietrich Trenkler
Dear helpeRs, a colleague of mine would like to give R a try. He uses econometric models which typically involve a large number of variables, esp. time series. Having no experience with handling very large data sets myself I turn to you. 1. Could you please describe your experiences to cope wit