When estimating ARCH/GARCH models using maximum likelihood methods,
STATA performs unconstrained optimisation and therefore the results
returned contain negative parameter estimates and are therefore not
very useful. How can I impose inequality constraints on the
optimisation process such that it performs constrained optimisation,
the 'constraint define' command seems to only accept equality
constraints, when I try to define inequality ones I get error messages.
Any help is greatly appreciated.
Said
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