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.
- Version1.1-30
- R version≥ 3.2.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- systemfit citation info
- Last release03/22/2023
Documentation
Team
Arne Henningsen
Jeff D. Hamann
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- Depends3 packages
- Imports2 packages
- Suggests3 packages
- Reverse Imports12 packages
- Reverse Suggests8 packages