Restriction

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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zsalimian
Posts: 2
Joined: Wed Aug 10, 2011 9:56 am

Restriction

Postby zsalimian » Thu Aug 11, 2011 9:26 am

hi every one

How can I impose the sum up to one on coefficient before estimation?

I have C(1) ....C(5) as parameter in my panel system and I want to know that should I write C(1)+C(2)....+C(5)=1 as a equation in my system or not?


Thanks
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Restriction

Postby startz » Thu Aug 11, 2011 9:44 am

No. System only wants equations about the data.

One thing to do is to replace c(5) everywhere in your system with (1-c(1)-c(2)-c(3)-c(4)).
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