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st: Question about 3SLS with inequality constraints


From   "Mayumi Fukumoto" <fukumoto@ust.hk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question about 3SLS with inequality constraints
Date   Sat, 20 Nov 2010 15:51:38 +0900 (JST)

I need to estimate the following three stage least squares:

lnX1=a0+a1*lnX2+a2*lnY
lnX2=b0+b1*lnX1+b2*lnY

Y is exogeneous variable.

I have to impose the following constraint:

a1>b1

Is there any built-in procedure to conduct the above 3SLS with inequality
constraint?

If not, would anyone pls guide me any possible way to conduct the above
estimation?

Thanks in advance.






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