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systemfit (version 0.6-1)

Simultaneous Equation Estimation Package

Description

This package contains functions for fitting simultaneous systems of equations using Ordinary Least Squares (OLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), and Three-Stage Least Squares (3SLS).

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Version

Install

install.packages('systemfit')

Monthly Downloads

10,197

Version

0.6-1

License

GPL version 2 or newer

Maintainer

Jeff D Hamann

Last Published

March 22nd, 2023

Functions in systemfit (0.6-1)

hausman.systemfit

Hausman's Test
lrtest.systemfit

Likelihood Ratio test for Equation Systems
print.systemfit.system

print.systemfit.system
se.ratio.systemfit

Ratio of the Standard Errors
summary.systemfit.equation

summary.systemfit.equation
systemfit

Equation System Estimation
summary.systemfit.system

summary.systemfit.system
correlation.systemfit

Correlation between Predictions from Equation i and j
prediction.systemfit

Predictions from Equation System Estimation
print.systemfit.equation

print.systemfit.equation
kmenta

Partly Artificial Data on the U. S. Economy