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systemfit  

Estimating Systems of Simultaneous Equations
View on CRAN: Click here


Download and install systemfit package within the R console
Install from CRAN:
install.packages("systemfit")

Install from Github:
library("remotes")
install_github("cran/systemfit")

Install by package version:
library("remotes")
install_version("systemfit", "1.1-30")



Attach the package and use:
library("systemfit")
Maintained by
Arne Henningsen
[Scholar Profile | Author Map]
First Published: 2002-06-06
Latest Update: 2023-03-22
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>.
How to cite:
Arne Henningsen (2002). systemfit: Estimating Systems of Simultaneous Equations. R package version 1.1-30, https://cran.r-project.org/web/packages/systemfit. Accessed 19 Apr. 2025.
Previous versions and publish date:
0.5-4 (2002-06-06 20:28), 0.5-5 (2002-09-19 21:53), 0.5-6 (2002-12-18 08:39), 0.6-1 (2003-08-15 17:05), 0.6-2 (2003-11-18 20:16), 0.6-3 (2003-11-18 20:51), 0.7-1 (2004-02-05 09:20), 0.7-2 (2004-08-19 22:21), 0.7-3 (2004-11-30 13:14), 0.7-4 (2005-05-30 12:55), 0.7-5 (2005-08-25 08:45), 0.7-6 (2005-09-30 19:24), 0.8-0 (2006-03-20 09:52), 0.8-1 (2007-05-13 15:14), 0.8-2 (2007-05-15 10:00), 0.8-3 (2007-08-12 16:59), 0.8-4 (2007-10-10 10:22), 0.8-5 (2007-11-18 20:39), 1.0-1 (2007-12-28 22:08), 1.0-2 (2007-12-30 21:29), 1.0-4 (2008-09-12 16:48), 1.0-6 (2008-09-16 10:50), 1.0-8 (2009-01-26 09:54), 1.1-0 (2009-06-18 09:29), 1.1-2 (2009-06-19 08:38), 1.1-4 (2009-08-07 14:58), 1.1-8 (2010-08-13 07:05), 1.1-10 (2011-11-11 21:10), 1.1-12 (2012-06-02 17:08), 1.1-14 (2012-11-18 08:23), 1.1-16 (2015-06-09 07:52), 1.1-18 (2015-08-27 10:31), 1.1-20 (2017-03-09 15:24), 1.1-22 (2018-04-04 13:11), 1.1-24 (2019-12-09 07:40), 1.1-26 (2022-06-21 13:40), 1.1-28 (2022-09-05 01:30)
Other packages that cited systemfit R package
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Complete documentation for systemfit
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