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>.
Tests Vignettes
Available Snapshots
This version of systemfit can be found in the following snapshots:
Dependencies
| Imports/Depends/LinkingTo/Enhances (4) |
|---|
| Suggests (3) |
|---|