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r-systemfit 1.1-30
Propagated dependencies: r-sandwich@3.1-1 r-matrix@1.7-1 r-mass@7.3-61 r-lmtest@0.9-40 r-car@3.1-3
Channel: guix-cran
Location: guix-cran/packages/s.scm (guix-cran packages s)
Home page: https://r-forge.r-project.org/projects/systemfit/
Licenses: GPL 2+
Synopsis: Estimating Systems of Simultaneous Equations
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) 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>.

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