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st: Hansen J with constraints


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Hansen J with constraints
Date   Tue, 9 Nov 2004 11:31:57 -0500

Does anyone know how get stata to recalculate ivreg2's J-stat after I can
impose a coefficient constraint?

Impose the constraint algebraically, and estimate the resulting equation.


Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

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