systemfit

Econometric estimation of simultaneous systems of linear and nonlinear equations using Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Seemingly Unrelated Regressions (SUR), Two-Stage Least Squares (2SLS), Weighted Two-Stage Least Squares (W2SLS), and Three-Stage Least Squares (3SLS) as suggested, e.g., by Zellner (1962) doi:10.2307/2281644, Zellner and Theil (1962) doi:10.2307/1911287, and Schmidt (1990) doi:10.1016/0304-4076(90)90127-F.