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Re: RE: st: RE: GMM estimation: restricting parameter estimates
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: RE: st: RE: GMM estimation: restricting parameter estimates
Date
Tue, 25 Jun 2013 14:25:22 +0000
<>
On Jun 25, 2013, at 8:33 AM, Bley wrote:
> I am trying to estimate a growth model using also gmm estimation. I would like to set the sum of three parameters equal to one. could you please help me in this matter.
That one's easy. If b1 + b2 + b3 = 1, then you can only estimate two of them, and the third you substitute as (1 - b1 - b2).
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
http://www.crup.com.cn/Item/111779.aspx
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