OLS with inequality constraints

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.

Moderators: EViews Gareth, EViews Moderator

Post Reply
ebur
Posts: 1
Joined: Tue Oct 16, 2012 8:54 am

OLS with inequality constraints

Postby ebur » Tue Oct 16, 2012 9:05 am

I am a very long-time user of EViews and TSP before it. My current version is:

EViews 7.2, SN - 70A01257

I need to estimate a model via ordinary least squares with inequality constraints imposed on the parameters, e.g., Beta1 > 0 .

Can this be done in EViews? If so, can you please direct me to precise instructions?

If not, can you suggest any alternatives?
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: OLS with inequality constraints

Postby EViews Gareth » Tue Oct 16, 2012 9:17 am

http://forums.eviews.com/viewtopic.php?f=4&t=48&p=99
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests