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RE: st: non-linear constraints panel dynamic estimation


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: non-linear constraints panel dynamic estimation
Date   Mon, 26 Oct 2009 13:15:20 -0000

It does look like a case for -nl- to me. 

Nick 
n.j.cox@durham.ac.uk 

Gili Greenberg

Thanks for the reply. Perhaps I didn't explain myself correctly. I am 
looking to estimate an equation such as the following:

y=beta*[x0+delta*x1+delta^2*x2+delta^3*x3+...+delta^10*x10]+gama*[z0+delta*z1+delta^2*z2+...+delta^10*z10]

using panel data. I do not think that nlcom could solve this problem.

Quoting Maarten buis <maartenbuis@yahoo.co.uk>:

> --- On Mon, 26/10/09, Gili Greenberg wrote:
>> I would like to perfrom a dynamic panel data regression
>> estimation of a model with non linear constraints of
>> coefficients. In particular, the coefficients will be
>> a multiple of a two parameters, one of which will
>> remain fixed while the other will rise exponentially
>> (decay rate).
>
> That doesn't look like a constraint but like a non-linear
> combination of paramters. See -help nlcom-.

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