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st: Constraints for simultaneous equations model

From   Beat Hintermann <>
To   "" <>
Subject   st: Constraints for simultaneous equations model
Date   Wed, 16 Apr 2008 18:19:09 -0400

I wonder whether there is an efficient way to define constrains for a simultaneous equation model.

For example, assume I have 10 endogenous variables. For identification purposes I need to place at least 9*10/2=45 restrictions on the parameters. Is there a way to do this in matrix form, as opposed to defining 45 individual constraints?

Any help much appreciated


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