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| The SYSLIN Procedure |
First specify the input data set and estimation method on the PROC SYSLIN statement. If any model uses dependent regressors, and you are using an instrumental variables regression method, declare the dependent regressors with an ENDOGENOUS statement and declare the instruments with an INSTRUMENTS statement. Next, use MODEL statements to specify the structural equations of the system.
The use of different estimation methods is shown by the following examples. These examples use simulated data (not shown).
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