Econometrics ...

Is there a package available for R which generates output

commonly used

by econometricians (eg., the Durbin-Watson statistic for serial

correlation in regression residuals)?  I'm pretty sure most of

the stuff

is out there in assorted packages, under different names.

That's a broad subject area, it would be a pretty big package. My
small part of it (the "dse" and "dseplus" bundles on CRAN) is
already already divided into many packages. You should also look
at "ts", "tseries",  and "strucchange". These are mostly about
time series and not other areas of econometrics. Also, as far as
I know, there is nothing that does structural modelling of time
series as is popular in some econometrics circles, although dse
has a (broken) interface to software that does that.

However, it
would make my life, and that of my students, easier if it was

all in one package.

I do appreciate this concern. Perhaps you or some of your
students might draft a roadmap. I would be happy to help wrt my
packages.

Paul Gilbert

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