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).

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Description file content

Package
systemfit
Version
1.1-22
Date
2018-04-04
Title
Estimating Systems of Simultaneous Equations
Author
Arne Henningsen and Jeff D. Hamann
Maintainer
Arne Henningsen
Depends
R (>= 3.2.0), Matrix, car (>= 2.0-0), lmtest
Suggests
plm (>= 1.0-1), sem (>= 2.0-0)
Imports
stats (>= 2.14.0), sandwich (>= 2.2-9), MASS, methods
Description
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).
License
GPL (>= 2)
URL
NeedsCompilation
no
Packaged
2018-04-04 05:39:50 UTC; arne
Repository
CRAN
Date/Publication
2018-04-04 11:11:06 UTC

install.packages('systemfit')

1.1-22

4 months ago

http://www.systemfit.org

Arne Henningsen

GPL (>= 2)

Depends on

R (>= 3.2.0), Matrix, car (>= 2.0-0), lmtest

Imports

stats (>= 2.14.0), sandwich (>= 2.2-9), MASS, methods

Suggests

plm (>= 1.0-1), sem (>= 2.0-0)

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