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

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.

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Year of publication:	2000-01
Authors:	Denton, Frank T.
Institutions:	Department of Economics, McMaster University
Subject:	mixed estimation \| linear \| nonlinear \| constraints

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Extent:	application/pdf
Series:	Quantitative Studies in Economics and Population Research Reports.
Type of publication:	Book / Working Paper
Language:	German
Notes:	16 pages
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005763404