systemfit: Estimating Systems of Simultaneous Equations

Econometric estimation of simultaneous systems of linear and nonlinear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares (W2SLS), and Three-Stage Least Squares (3SLS) as suggested, e.g., by Zellner (1962) <doi:10.2307/2281644>, Zellner and Theil (1962) <doi:10.2307/1911287>, and Schmidt (1990) <doi:10.1016/0304-4076(90)90127-F>.

Getting started

Package details

AuthorArne Henningsen and Jeff D. Hamann
MaintainerArne Henningsen <arne.henningsen@gmail.com>
LicenseGPL (>= 2)
Version1.1-30
URL https://r-forge.r-project.org/projects/systemfit/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("systemfit")

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systemfit documentation built on March 31, 2023, 9:26 p.m.