knls

internal

systemfit-internal

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>.

Arne Henningsen

systemfit-internal: Internal systemfit functions

Description

Usage

Arguments

Details