Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear
AbstractThe 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.
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Bibliographic InfoPaper provided by McMaster University in its series Quantitative Studies in Economics and Population Research Reports with number 345.
Length: 16 pages
Date of creation: Jan 2000
Date of revision:
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mixed estimation; linear; nonlinear; constraints;
Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
This paper has been announced in the following NEP Reports:
- NEP-ALL-2000-10-23 (All new papers)
- NEP-ECM-2000-10-23 (Econometrics)
- NEP-ETS-2000-10-23 (Econometric Time Series)
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