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st: Imposing coefficient restrictions in IV-GMM
From
"Burak Darbaz" <[email protected]>
To
<[email protected]>
Subject
st: Imposing coefficient restrictions in IV-GMM
Date
Fri, 6 Aug 2010 06:05:26 +0100
Dear Statalisters,
I am trying to estimate an hybrid New Keynesian Phillips curve. Currently I
am using ivreg2 with the following command
ivreg2 gnd dum11 dum22 dum33 L.gnd mc (F.gnd = L.gnd L2.gnd L3.gnd L4.gnd
L.cpi L2.cpi L3.cpi L4.cpi L.rint L2.rint L3.rint L4.rint L.bpfilt L2.bpfilt
L3.bpfilt L4.bpfilt L.mc L2.mc L3.mc L4.mc), gmm2s robust bw(auto)
what I want to do is to preimpose a restriction such that the coefficients
of L.gnd and F.gnd sum up to one, and then estimate this. Is there a way to
do this?
Best
Burak Darbaz
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