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st: Nonlinear Constrained Estimation and "makecns"

From   "Francesco Mariotti" <>
To   <>
Subject   st: Nonlinear Constrained Estimation and "makecns"
Date   Sun, 27 Apr 2008 18:59:54 +0100

Hi everyone,
I am estimating a model of simultaneous equations and I have to impose some
nonlinear constraints on the parameters. Here is an example of what I have
to estimate:


The nonlinear constraints I want to impose on this model are of this type:

I am estimating the model using 3SLS.

Here is the question: How can I easily impose those constraints? Is there an
easier way than going through the "makecns" programming?? If I have to go
through the programming, how do I specify/create the constraint matrix?

Thanks in advance


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