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The SYSLIN Procedure

Overview

The SYSLIN procedure estimates parameters in an interdependent system of linear regression equations.

Ordinary least squares (OLS) estimates are biased and inconsistent when current period endogenous variables appear as regressors in other equations in the system. The errors of a set of related regression equations are often correlated, and the efficiency of the estimates can be improved by taking these correlations into account. The SYSLIN procedure provides several techniques which produce consistent and asymptotically efficient estimates for systems of regression equations.

The SYSLIN procedure provides the following estimation methods:

Other features of the SYSLIN procedure enable you to:

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