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st: Imposing coefficient restrictions in IV-GMM

From   "Burak Darbaz" <>
To   <>
Subject   st: Imposing coefficient restrictions in IV-GMM
Date   Fri, 6 Aug 2010 06:05:26 +0100

Dear Statalisters,

I am trying to estimate an hybrid New Keynesian Phillips curve. Currently I
am using ivreg2 with the following command

ivreg2 gnd dum11 dum22 dum33 L.gnd mc (F.gnd = L.gnd L2.gnd L3.gnd L4.gnd
L.cpi L2.cpi L3.cpi L4.cpi L.rint L2.rint L3.rint L4.rint L.bpfilt L2.bpfilt
L3.bpfilt L4.bpfilt, gmm2s robust bw(auto)

what I want to do is to preimpose a restriction such that the coefficients
of L.gnd and F.gnd sum up to one, and then estimate this. Is there a way to
do this?


Burak Darbaz

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