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Re: st: coefficients constarints in GMM
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: coefficients constarints in GMM
Date
Fri, 26 Aug 2011 13:48:05 +0200
On Fri, Aug 26, 2011 at 1:29 PM, bilel wrote:
> I would like to run GMM estimation with non linear coefficients
> constraints. Is there any way to write down explicit equation for GMM
> estimation in STATA 11?
You just hard-code the constraint in your -gmm- equations using tricks
like the ones discussed in
<http://www.stata.com/support/faqs/stat/intconst.html>.
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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