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st: Question about 3SLS with inequality constraints
From
"Mayumi Fukumoto" <[email protected]>
To
[email protected]
Subject
st: Question about 3SLS with inequality constraints
Date
Sat, 20 Nov 2010 15:51:38 +0900 (JST)
I need to estimate the following three stage least squares:
lnX1=a0+a1*lnX2+a2*lnY
lnX2=b0+b1*lnX1+b2*lnY
Y is exogeneous variable.
I have to impose the following constraint:
a1>b1
Is there any built-in procedure to conduct the above 3SLS with inequality
constraint?
If not, would anyone pls guide me any possible way to conduct the above
estimation?
Thanks in advance.
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