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| RE: inequality restrictions [ Reply ] By: Arne Henningsen on 2015-08-23 06:02 | [forum:42491] |
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Dear Uga I suggest to use the three-step procedure suggested by Koebel, Falk, and Laisney (2003) based on the minimum distance and asymptotic least squares estimation (Gourieroux, Monfort, and Trognon 1985; Kodde, Palm, and Pfann 1990), as used in the paper: Henning, Christian H.C.A. and Arne Henningsen (2007): Modeling Farm Households' Price Responses in the Presence of Transaction Costs and Heterogeneity in Labor Markets. American Journal of Agricultural Economics 89(3), p. 665-681. http://dx.doi.org/10.1111/j.1467-8276.2007.00980.x https://absalon.itslearning.com/data/ku/103018/publications/AJAE_FHM.pdf Best regards, Arne |
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| inequality restrictions [ Reply ] By: UGA BUGA on 2015-08-08 00:06 | [forum:42417] |
| Anybody know of a clever way to implement inequality restrictions on coefficients in systemfit? searched stackoverflow, but couldn't find anything. | |
