 Usage:  {d3sls,cov3,d2sls} = seq(seqlist1,seqlist2)  

 

 Input:



  seqlist1               list of matrices. If there are M equations then seqlist1 

                         will be a list of M+2 matrices. The first matrix is comprised of 

                         the vectors of observations of the left-hand side variables. The 

                         next M matrices consist of the observations of the right-hand-side 

                         variables of the M equations. The last matrix contains the observations 

                         of the exogenous variables of the system. 

                         

  seqlist2               list of string vectors. If there are M equations then seqlist2 

                         will be a list of M+2 string (column) vectors. Each vector contains 

                         the names of the variables of the corresponding matrix from seqlist1. 

                         

 Output:



  d3sls                  3-stage lest squares coefficient estimates 

                         vector 

                         

  cov3                   estimated covariance matrix of the 3sls-estimator 

                         matrix 

                         

  d2sls                  2-stage lest squares coefficient estimates 

                         vector 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

