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systemfit: A Package to Estimate Simultaneous Equation Systems in R

Henningsen, Arne et al.
Munich Personal RePEc Archive · Reports
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Many statistical analyses are based on models containing systems of structurally related equations. In cases where cross-equation disturbances are correlated, full information methods are required (Zellner, 1962). If exogenous variables are stochastically dependent on the disturbances in the system,
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