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>.

Version:	1.1-26
Depends:	R (≥ 3.2.0), Matrix, car (≥ 2.0-0), lmtest
Imports:	stats (≥ 2.14.0), sandwich (≥ 2.2-9), MASS, methods
Suggests:	knitr, plm (≥ 1.0-1), sem (≥ 2.0-0)
Published:	2022-06-21
Author:	Arne Henningsen and Jeff D. Hamann
Maintainer:	Arne Henningsen <arne.henningsen at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	http://www.systemfit.org
NeedsCompilation:	no
Citation:	systemfit citation info
Materials:	NEWS
In views:	Econometrics, Psychometrics
CRAN checks:	systemfit results

Documentation:

Reference manual:	systemfit.pdf
Vignettes:	Systemfit

Downloads:

Package source:	systemfit_1.1-26.tar.gz
Windows binaries:	r-devel: systemfit_1.1-26.zip, r-release: systemfit_1.1-26.zip, r-oldrel: systemfit_1.1-26.zip
macOS binaries:	r-release (arm64): systemfit_1.1-26.tgz, r-oldrel (arm64): systemfit_1.1-26.tgz, r-release (x86_64): systemfit_1.1-26.tgz, r-oldrel (x86_64): systemfit_1.1-26.tgz
Old sources:	systemfit archive

Reverse dependencies:

Reverse imports:	cancerGI, ChainLadder, diffusion, diseq, erer, forestmangr, micEconAids, micEconCES, micEconSNQP, modnets, packDAMipd, sampleSelection, SIRE, tvReg
Reverse suggests:	AER, broom, Ecdat, micEcon, robustsur

Linking:

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