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Estimating with constrained parameters

Posted: Thu Apr 03, 2014 10:50 am
by HollEviews
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!!

Re: Estimating with constrained parameters

Posted: Thu Apr 03, 2014 11:11 am
by EViews Gareth