I want to estimate an equation by setting restrictions to coefficients. Likewise, I want to get common coefficients of some variables. My equation looks like :
depvar = c1 (ni_star + prem)+(1-c1)*(c2*ni(-1)+(1-c2)*(ni_neutral + c3*(dot4_cpi(+1) - inflation_ss_star(+1))) + c4*lgdp_gap)
where 0<c1, c2, c3<1. Can I estimate the common coefficients c1, c2 and c3 if the condition 0<c1, c2, c3<1. is met?
I know that I need to run a structural model. I tried to go through structural equation modelling but was unable to get the common coefficients.
Many thanks
Related Posts with Getting common coefficient and restrictions in an equation
Omitted variables in RE regressionHello everyone, I have panel data with 163 countries and 15 time units (months). I am trying to inc…
Ivreg2 -Endogeneity and Hansen J statisticsHello all, I'm currently working on a cross-section with iveg2 (gmm2s to address the heteroskedasti…
Help with Panel Data fixed effectsDear all, I need help with running a fixed effect regression in Stata, but let me tell you in advan…
Issue with loop saving graphs with more than one wordHi all, I have set up the following loop: Code: foreach name in "Botswana" "Burkino Faso" "Camero…
how to use tempvar more efficiently?If I run syntax with tempvar in a block, Stata will generate variables such as __0000001 __0000002, …
Subscribe to:
Post Comments (Atom)
0 Response to Getting common coefficient and restrictions in an equation
Post a Comment