systemfit (version 1.1-30)

Estimating Systems of Simultaneous Equations

Description

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) , Zellner and Theil (1962) , and Schmidt (1990) .

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Install

install.packages('systemfit')

Monthly Downloads

7,830

Version

1.1-30

License

GPL (>= 2)

Maintainer

Last Published

March 22nd, 2023

Functions in systemfit (1.1-30)