I use the
systemfit package to evaluate Simultaneous Equations Models (for example 2SLS). But I do not understand how to predict endogenous variables using the new values of exogenous variables using this package.
Therefore, I would like to know how to make prediction (including prediction intervals) using models of simultaneous equations in the "systemfit" package or in some other way (maybe someone knows other packages for this).
I am also interested in how I can calculate the elastic coefficients of models.
I will be grateful to the literature on the topic of modeling simultaneous equations in R.