systemfit: Estimating Systems of Simultaneous Equations

This package contains functions for fitting 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).

Version: 1.1-4
Depends: R (≥ 1.8.0), Matrix, car, lmtest
Suggests: plm (≥ 1.0-1), MASS, sem
Published: 2009-08-07
Author: Arne Henningsen and Jeff D. Hamann
Maintainer: Arne Henningsen <arne.henningsen at googlemail.com>
License: GPL (≥ 2)
URL: http://www.r-project.org, http://www.systemfit.org
Citation: systemfit citation info
In views: Econometrics, Psychometrics, SocialSciences
CRAN checks: systemfit results

Downloads:

Package source: systemfit_1.1-4.tar.gz
MacOS X binary: systemfit_1.1-4.tgz
Windows binary: systemfit_1.1-4.zip
Reference manual: systemfit.pdf
Vignettes: Systemfit
News/ChangeLog:NEWS
Old sources: systemfit archive

Reverse dependencies:

Reverse depends: micEcon, sampleSelection
Reverse suggests: AER, Ecdat, Zelig