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 <[email protected]>
LicenseGPL (>= 2)
Version1.1-23
URL http://www.systemfit.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("systemfit", repos="http://R-Forge.R-project.org")

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systemfit documentation built on April 6, 2018, 3:08 p.m.