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systemfit (version 1.0-2)

Estimating Systems of Simultaneous Equations

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), and Three-Stage Least Squares (3SLS).

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Install

install.packages('systemfit')

Monthly Downloads

7,830

Version

1.0-2

License

GPL (>= 2)

Maintainer

Last Published

December 28th, 2007

Functions in systemfit (1.0-2)