search for: eqsystem_h

...<- i + sqrt(i)*x[,i] - i*dummy + y[,i]*15*sqrt(i) # y[,i] is a linear function of x[,i] and dummy, # plus an error term with equation-specific variance } data1 <- as.data.frame(cbind(y,x)) # create a data frame of all data (y and x) # Create the model equations and moment conditions ES_g = eqSystem_h <- list() for(i in 1:N){ ES_g[[i]] <- as.formula(assign(paste0("eq",i), value=paste0("y",i," ~ x",i," + dummy"))) # define linear equations of SUR ES_h[[i]] <- as.formula(assign(paste0("eq",i), value=paste0( "~ x",i,"...