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micEconCES (version 1.0-2)

Analysis with the Constant Elasticity of Substitution (CES) Function

Description

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). The estimation methods are described in Henningsen et al. (2021) .

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Version

Install

install.packages('micEconCES')

Monthly Downloads

370

Version

1.0-2

License

GPL (>= 2)

Maintainer

Last Published

January 6th, 2023

Functions in micEconCES (1.0-2)

durbinWatsonTest.cesEst

Durbin Watson Test for Estimated CES Functions
cesEst-methods

Methods for Estimated CES Functions
summary.cesEst

Summarize Estimation of a CES Function
cesCalc

Calculate CES function
cesEst

Estimate a CES function
plot.cesEst

Plot RSSs of a CES Function Estimated by Grid Search
GermanIndustry

Aggregated Time Series Data for the West German Industry
MishraCES

Mishra's (2006) CES data