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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1-30 |
2026-04-09 windows/windows R-4.5 | systemfit_1.1-30.zip |
596.6 KiB |