search for: eqconsump

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2009 Oct 28
1
New variables "remember" how they were created?
...nalysis), using the systemfit package. dta <- read.table('http://pages.stern.nyu.edu/~wgreene/Text/Edition6/TableF5-1.txt', header = TRUE) attach(dta) library(systemfit) demand <- realcons + realinvs + realgovt c.1 <- realcons[-204] y.1 <- demand[-204] yd <- demand[-1] - y.1 eqConsump <- realcons[-1] ~ demand[-1] + c.1 eqInvest <- realinvs[-1] ~ tbilrate[-1] + yd system <- list( Consumption = eqConsump, Investment = eqInvest) instruments <- ~ realgovt[-1] + tbilrate[-1] + c.1 + y.1 # 2SLS greene2sls <- systemfit( system, "2SLS", inst = instruments, metho...