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systemfit (version 0.8-5)

Simultaneous Equation Estimation Package

Description

This package contains functions for fitting 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), Three-Stage Least Squares (3SLS), and Weighted Three-Stage Least Squares (W3SLS).

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Install

install.packages('systemfit')

Monthly Downloads

7,830

Version

0.8-5

License

GPL version 2 or newer

Maintainer

Last Published

November 17th, 2007

Functions in systemfit (0.8-5)