Systemfit

R package 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).


References in zbMATH (referenced in 13 articles , 1 standard article )

Showing results 1 to 13 of 13.
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  1. Galimberti, Giuliano; Soffritti, Gabriele: Seemingly unrelated clusterwise linear regression (2020)
  2. Dahlhaus, Rainer; Kiss, István Z.; Neddermeyer, Jan C.: On the relationship between the theory of cointegration and the theory of phase synchronization (2018)
  3. Peremans, Kris; van Aelst, Stefan: Robust inference for seemingly unrelated regression models (2018)
  4. Bod’a, Martin: Stochastic sensitivity analysis of concentration measures (2017)
  5. Galimberti, Giuliano; Scardovi, Elena; Soffritti, Gabriele: Using mixtures in seemingly unrelated linear regression models with non-normal errors (2016)
  6. Shi, Liangxing; Lin, Dennis K. J.; Peterson, John J.: A confidence region for the ridge path in multiple response surface optimization (2016)
  7. Weihua An; Xuefu Wang: LARF: Instrumental Variable Estimation of Causal Effects through Local Average Response Functions (2016) not zbMATH
  8. Delia Bailey, Jonathan N. Katz: Implementing Panel-Corrected Standard Errors in R: The pcse Package (2011) not zbMATH
  9. Zhang, Yanwei: A general multivariate chain ladder model (2010)
  10. Achim Zeileis; Roger Koenker: Econometrics in R: Past, Present, and Future (2008) not zbMATH
  11. Kleiber, Christian; Zeileis, Achim: Applied econometrics with R (2008)
  12. Ott Toomet; Arne Henningsen: Sample Selection Models in R: Package sampleSelection (2008) not zbMATH
  13. Arne Henningsen; Jeff Hamann: systemfit: A Package for Estimating Systems of Simultaneous Equations in R (2007) not zbMATH