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True, c(2) does not necessarily have to go to zero, but it often does in my case. I am estimating a model with multiple carryover effects that realistically should be between zero and one. As the amount of data is limited, the empirical identfication is not optimal. Some of these carryover effects b...

Hi Glenn, thanks much for your response! Let me first point out that I simplified the my problem a bit and that I understand that attached model can be estimated using ols (but the more advanced problem I am interested in has to be estimated with ML). Basically what I did is that I simulated data wi...

Hi, I am estimating a model in which I restrict one parameter to be positive. I am using the 'hack' to exponentially transform a variable, which works fine for the point estimate. However, the standard error accompanying the estimate resulting from eViews 7.2 seems unrealistic. I use bootstrapping t...