Nothing
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
Browse package contents
Package details |
|
|---|---|
| Author | Arne Henningsen and Jeff D. Hamann |
| Maintainer | Arne Henningsen <arne.henningsen@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.1-31 |
| URL | https://r-forge.r-project.org/projects/systemfit/ |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the systemfit package in your browser
Any scripts or data that you put into this service are public.
