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

Dependencies

Imports/Depends/LinkingTo/Enhances (4)
  • R
  • car >= 2.0-0
  • lmtest
  • sandwich >= 2.2-9
  • Suggests (2)
  • plm >= 1.0-1
  • sem >= 2.0-0
  • Version History