Module Reference¶
System Regression Estimators¶
| Seemingly unrelated regression estimation (SUR/SURE) |
| Three-stage Least Squares (3SLS) Estimator |
| System Generalized Method of Moments (GMM) estimation of linear IV models |
| Linear constraint for regression estimation |
Estimation Results¶
| Results from Seemingly Unrelated Regression Estimators |
| Results from GMM System Estimators |
System Regression Estimator Covariance Estimation¶
SUR and 3SLS¶
| Homoskedastic covariance estimation for system regression |
| Heteroskedastic covariance estimation for system regression |
| Kernel (HAC) covariance estimation for system regression |
| Heteroskedastic covariance estimation for system regression |
Generalized Method of Moments (GMM)¶
| Covariance estimator for IV system estimation with homoskedastic data |
| Covariance estimator for IV system estimation with homoskedastic data |
| Covariance estimator for IV system estimation with homoskedastic data |
GMM Moment Weighting¶
| Homoskedastic (unadjusted) weight estimation |
| Heteroskedasticity robust weight estimation |
| Heteroskedasticity robust weight estimation |