Assembly: Stat;
The ISlSimultaneousEquation interface defines the simultaneous equation parameters.
ISlSimultaneousEquation
Simultaneous equations system is a set of econometric equations (often linear ones) that determine interdependence of econometric variables.
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: