Estimate, summarize, and perform predictions with the market in disequilibrium model, as found in Gourieroux, C. (2000) \doi{10.1017/CBO9780511805608} and Maddala, G. (1983) \doi{10.1017/CBO9780511810176}. The parameters are estimated with maximum likelihood.
NateLatshaw/Disequilibrium
Estimate, summarize, and perform predictions with the market in disequilibrium model
R