Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Imposing coefficient restrictions in IV-GMM


From   "Burak Darbaz" <infinisafricae@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
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 L.mc L2.mc L3.mc L4.mc), 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?

Best

Burak Darbaz

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index