ISlSimultaneousEquation

Assembly: Stat;

Description

The ISlSimultaneousEquation interface defines the simultaneous equation parameters.

Inheritance Hierarchy

          ISlSimultaneousEquation

Comments

Simultaneous equations system is a set of econometric equations (often linear ones) that determine interdependence of econometric variables.

Properties

  Property name Brief description
DependentVariable

The DependentVariable property determines parameters of dependent variable in an equation.
EndogenousCoefficients

The EndogenousCoefficients property returns estimates and characteristics of equation endogenous variable coefficients.
EndogenousVariables

The EndogenousVariables property determines parameters of endogenous variables in an equation.
ExogenousCoefficients

The ExogenousCoefficients property returns estimates and characteristics of equation exogenous variable coefficients.
ExogenousVariables

The ExogenousVariables property determines parameters of exogenous variables in an equation.
Fitted

The Fitted property returns a modeling series.
Intercept

The Intercept property determines parameters of equation constant.
Residuals

The Residuals property returns a residual series for the equation.
SpecificInstrumental

The SpecificInstrumental property returns parameters of special equation variables.
SummaryStatistics

The SummaryStatistics property determines summary statistics of the equation.
UseConstantAsInstrument

The UseConstantAsInstrument property determines whether to use the constant as an instrumental variable.

See also:

Stat Assembly Interfaces