[R] mlogit data format

Ok, here is my question. I have a data frame that looks like this: yx1 x2 (say, age)x3 yes car 23 catholic no bus34 muslim maybe bus16 jew You see, the multinomial

[R] Epple and McCallum TSLS example

Hello, I am trying to replicate the missing example of a TSLS estimation in Epple McCallum (link below) http://wpweb2.tepper.cmu.edu/facultyadmin/upload/ppaper_32774807225408_Epple-McCallum93.pdf According to them, the commands are in:

[R] Five cases of the Multivariate VECM

Hello, I was studying several packages related to time series analysis (urca, vars, tseries). I understand that we can estimate a VECM and also test restrictions on alphas and betas. However, I couldn't find a function that allows me to specify the five cases of VECM (restricted constant,

[R] ivreg and structural change

Hello, I am looking for some help with this question: how could I test structural breaks in a instrumental variables´s model? For example, I was trying to do something with my model with three time series. tax_ivreg - ivreg(l_y ~ l_x2 + l_x1+ dl_y | lag(l_x2, -1)+lag(l_x2, -2)+ lag(l_x1,

[R] package vars doesn´t working

Hello, I was using R (v.2.11.1, 32 bits) and I did the upgrade to R (v.2.12.0, 64 bits). I followed the instructions in R´s FAQ (What´s the best way to upgrade, question 2.8) and updated my packages. However, now, I can´t use the library vars. When I call it, there is an error message concerning

Re: [R] package vars doesn´t working

Dear prof. Pfaff, Your answer just solved my problem. I removed the MASS package and just reinstalled urca package. Now everything is ok. Thank you so much for your time and attention. Claudio On Tue, Oct 19, 2010 at 5:27 AM, Pfaff, Bernhard Dr. bernhard_pf...@fra.invesco.com wrote: Dear