Package: systemfit 1.1-31

Arne Henningsen

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>.

Authors:Arne Henningsen and Jeff D. Hamann

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Bug tracker:https://r-forge.r-project.org/projects/systemfit

On CRAN:

7 exports 4.11 score 63 dependencies 21 dependents 9 mentions 368 scripts 8.2k downloads

Last updated 1 years agofrom:0c0d56e2d2. Checks:OK: 7. Indexed: yes.

Exports:correlation.systemfitcreateSystemfitModelhausman.systemfitnlsystemfitse.ratio.systemfitsystemfitsystemfit.control

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2gluegtableisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6RColorBrewerRcppRcppEigenrlangsandwichscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrzoo