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st: Structural model with a non-linear constraints


From   "Blanden,J" <[email protected]>
To   <[email protected]>
Subject   st: Structural model with a non-linear constraints
Date   Tue, 26 Nov 2002 10:42:11 -0000

Dear statalist,

I wish to estimate the system

W=a.H +u
H=b.P + v
W=c.P + e
where c=a.b

I don't seem to be able to do this, reg3 allows only linear constraints and nl allows only single equation models.
Any help would be greatly appreciated, I'm a reduced form person in general!

Best wishes

Jo Blanden

Research Assistant
Centre for Economic Performance
London School of Economics
Houghton Street
London WC2 2AE



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