Module Reference

System Regression Estimators

SUR(equations, *[, sigma])	Seemingly unrelated regression estimation (SUR/SURE)
IV3SLS(equations, *[, sigma])	Three-stage Least Squares (3SLS) Estimator
IVSystemGMM(equations, *[, sigma, weight_type])	System Generalized Method of Moments (GMM) estimation of linear IV models
LinearConstraint(r[, q, num_params, ...])	Linear constraint for regression estimation

Estimation Results

SystemResults(results)	Results from Seemingly Unrelated Regression Estimators
GMMSystemResults(results)	Results from GMM System Estimators

System Regression Estimator Covariance Estimation

SUR and 3SLS

HomoskedasticCovariance(x, eps, sigma, ...)	Homoskedastic covariance estimation for system regression
HeteroskedasticCovariance(x, eps, sigma, ...)	Heteroskedastic covariance estimation for system regression
KernelCovariance(x, eps, sigma, full_sigma, *)	Kernel (HAC) covariance estimation for system regression
ClusteredCovariance(x, eps, sigma, full_sigma, *)	Heteroskedastic covariance estimation for system regression

Generalized Method of Moments (GMM)

GMMHomoskedasticCovariance(x, z, eps, w, *)	Covariance estimator for IV system estimation with homoskedastic data
GMMHeteroskedasticCovariance(x, z, eps, w, *)	Covariance estimator for IV system estimation with homoskedastic data
GMMKernelCovariance(x, z, eps, w, *[, ...])	Covariance estimator for IV system estimation with homoskedastic data

GMM Moment Weighting

HomoskedasticWeightMatrix([center, debiased])	Homoskedastic (unadjusted) weight estimation
HeteroskedasticWeightMatrix([center, debiased])	Heteroskedasticity robust weight estimation
KernelWeightMatrix([center, debiased, ...])	Heteroskedasticity robust weight estimation