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

Frank Denton

Quantitative Studies in Economics and Population Research Reports from McMaster University

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.

Keywords: mixed estimation; linear; nonlinear; constraints (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2000-01
New Economics Papers: this item is included in nep-ecm and nep-ets
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Persistent link: https://EconPapers.repec.org/RePEc:mcm:qseprr:345

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