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).

Getting started

Package details

AuthorArne Henningsen and Jeff D. Hamann
MaintainerArne Henningsen <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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systemfit documentation built on May 1, 2019, 7:32 p.m.