st: Estimating ARMA models with nonlinear constraints

["ALBUQUERQUE, RUI" <ALBUQUERQUE@simon.rochester.edu>]

Hi,

Is there a way to estimate ARMA models with nonlinear constraints in Stata?

Thanks,
Rui


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Rui Albuquerque
Assistant Professor of Finance
Simon School of Business
University of Rochester
Carol Simon Hall
Rochester, NY 14534

Homepage: http://www.simon.rochester.edu/fac/albuquerque/albuquerque.html
Phone: 585-275-3956
Fax:     585-461-3309
 <<ALBUQUERQUE, RUI.vcf>>

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