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).
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Galimberti, Giuliano; Scardovi, Elena; Soffritti, Gabriele: Using mixtures in seemingly unrelated linear regression models with non-normal errors (2016)
- Zhang, Yanwei: A general multivariate chain ladder model (2010)