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
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
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:
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
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