Advanced Search
MyIDEAS: Login

Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear

Contents:

Author Info

  • Frank T. Denton

Abstract

The standard mixed estimation method allows the incorporation of linear stochastic constraints into the estimation of a linear regression model. The present paper shows how the method can be adapted and extended to accommodate nonlinearities in the model, in the constraints, or both. As an illustration, it shows how nonlinear constraints can be defined so as to impose strict bounds on parameters of the model, or functions of parameters.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://socserv.mcmaster.ca/qsep/p/qsep345.PDF
Download Restriction: no

Bibliographic Info

Paper provided by McMaster University in its series Quantitative Studies in Economics and Population Research Reports with number 345.

as in new window
Length: 16 pages
Date of creation: Jan 2000
Date of revision:
Handle: RePEc:mcm:qseprr:345

Contact details of provider:
Postal: 1280 Main Street West, Hamilton, Ontario, L8S 4M4
Phone: (905) 525-9140 ext. 22765
Fax: (905) 521-8232
Email:
Web page: http://www.mcmaster.ca/economics/
More information through EDIRC

Related research

Keywords: mixed estimation; linear; nonlinear; constraints;

Find related papers by JEL classification:

This paper has been announced in the following NEP Reports:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:mcm:qseprr:345. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.