Am 29.04.2014 20:17, schrieb Jan Tille:
Jack, Thank you for your answer. You are correct, that is exactly
what I am trying to do. Actually, I thought, that the prior post was
just about the same topic. I will try to implement your suggestions
tomorrow, as I have no access to gretl at the moment. Again, many
thanks and please forgive my ignorance in these kind of (basic?)
econometrics. Jan
Jan, I looked at the old messages from 2008, and your question is
perfectly ok. In fact, I think back then Jack gave a partly incorrect
answer (unbelievable as it may sound), because in his example only the
first two coefficients were actually restricted to be non-negative, not
the last one. Hence results such as yours can happen.
Jack's new answer is the one to follow (unless we find a mistake in
another six years time...).
cheers,
sven