Henningsen, Arne and Hamann, Jeff (2006): systemfit: A Package to Estimate Simultaneous Equation Systems in R.

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Abstract
Many statistical analyses are based on models containing systems of structurally related equations. In cases where crossequation disturbances are correlated, full information methods are required (Zellner, 1962). If exogenous variables are stochastically dependent on the disturbances in the system, then instrumental variable estimation methods should be used (Zellner and Theil, 1962) The package systemﬁt provides the capability to estimate systems of linear equations within the R programming environment.
Item Type:  MPRA Paper 

Institution:  Department of Agricultural Economics, University of Kiel 
Original Title:  systemfit: A Package to Estimate Simultaneous Equation Systems in R 
Language:  English 
Keywords:  simultaneous equations systems; seemingly unrelated regression; twostage least squares; threestage least squares; R 
Subjects:  C  Mathematical and Quantitative Methods > C3  Multiple or Simultaneous Equation Models ; Multiple Variables > C30  General C  Mathematical and Quantitative Methods > C1  Econometric and Statistical Methods and Methodology: General > C13  Estimation: General 
Item ID:  1421 
Depositing User:  Arne Henningsen 
Date Deposited:  10. Jan 2007 
Last Modified:  12. Mar 2015 03:26 
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URI:  http://mpra.ub.unimuenchen.de/id/eprint/1421 