Estimating with constrained parameters

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HollEviews
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Joined: Wed Mar 12, 2014 6:52 am

Estimating with constrained parameters

Postby HollEviews » Thu Apr 03, 2014 10:50 am

Please can you tell me how I can constrain the parameter estimates in a simple least squares estimation? For example, I want to estimate:

y = c(1) + c(2)*x1 + c(3)*x2

where c(2) must fall in the range 0.1-0.2 and c(3) in the range 0.4-0.5.

Thank you!!
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EViews Gareth
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Re: Estimating with constrained parameters

Postby EViews Gareth » Thu Apr 03, 2014 11:11 am

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