Dear Gretl Community,
I'm estimating a instrumental variable model and I
need to test some restrictions. Please take a look
at my script:
<script>
open australia.gdt
# TSLS
tsls E const PAU PUS ; const PAU(-1) PUS(-1)
restrict
b[2] + b[3] = 1
end restrict
</script>
Everything works fine, but I need the estimated
parameters of the restricted model. Is this
possible?
Best regards,
--
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge