IDEAS home Printed from
   My bibliography  Save this paper

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


  • Frank T. Denton


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.

Suggested Citation

  • Frank T. Denton, 2000. "Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear," Quantitative Studies in Economics and Population Research Reports 345, McMaster University.
  • Handle: RePEc:mcm:qseprr:345

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item


    mixed estimation; linear; nonlinear; constraints;

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. 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: (). General contact details of provider: .

    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.

    We have no references for this item. You can help adding them by using 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.