micEconCES: Analysis with the Constant Elasticity of Substitution (CES) Function

Tools for econometric analysis and economic modelling with the traditional two-input Constant Elasticity of Substitution (CES) function and with nested CES functions with three and four inputs. The econometric estimation can be done by the Kmenta approximation, or non-linear least-squares using various gradient-based or global optimisation algorithms. Some of these algorithms can constrain the parameters to certain ranges, e.g. economically meaningful values. Furthermore, the non-linear least-squares estimation can be combined with a grid-search for the rho-parameter(s).

Version: 1.0-0
Depends: R (≥ 2.4.0), minpack.lm (≥ 1.1-4), DEoptim (≥ 2.0-4), car (≥ 2.0-0)
Imports: systemfit (≥ 1.0-0), micEcon (≥ 0.6-1), miscTools (≥ 0.6-1)
Suggests: maxLik (≥ 0.8-0), xtable (≥ 1.5-6), AER (≥ 1.1-9)
Published: 2021-01-06
Author: Arne Henningsen and Geraldine Henningsen
Maintainer: Arne Henningsen <arne.henningsen at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.micEcon.org
NeedsCompilation: no
Citation: micEconCES citation info
Materials: NEWS
In views: Econometrics
CRAN checks: micEconCES results

Downloads:

Reference manual: micEconCES.pdf
Package source: micEconCES_1.0-0.tar.gz
Windows binaries: r-devel: micEconCES_1.0-0.zip, r-release: micEconCES_1.0-0.zip, r-oldrel: micEconCES_1.0-0.zip
macOS binaries: r-release (arm64): micEconCES_1.0-0.tgz, r-release (x86_64): micEconCES_1.0-0.tgz, r-oldrel: micEconCES_1.0-0.tgz
Old sources: micEconCES archive

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