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RE: inequality restrictions [ reply ]
By: Arne Henningsen on 2015-08-23 06:02
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.

Best regards,

inequality restrictions [ reply ]
By: UGA BUGA on 2015-08-08 00:06
Anybody know of a clever way to implement inequality restrictions on coefficients in systemfit? searched stackoverflow, but couldn't find anything.

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