Re: st: non-linear constraints panel dynamic estimation

[Gili Greenberg <gili.greenberg@phd.unibocconi.it>]

Thanks for the reply. Perhaps I didn't explain myself correctly. I am 
looking to estimate an equation such as the following:

y=beta*[x0+delta*x1+delta^2*x2+delta^3*x3+...+delta^10*x10]+gama*[z0+delta*z1+delta^2*z2+...+delta^10*z10]

using panel data. I do not think that nlcom could solve this problem.

Gili

Quoting Maarten buis <maartenbuis@yahoo.co.uk>:

> --- On Mon, 26/10/09, Gili Greenberg wrote:
> > I would like to perfrom a dynamic panel data regression
> > estimation of a model with non linear constraints of
> > coefficients. In particular, the coefficients will be
> > a multiple of a two parameters, one of which will
> > remain fixed while the other will rise exponentially
> > (decay rate).
>
> That doesn't look like a constraint but like a non-linear
> combination of paramters. See -help nlcom-.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
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