I'm trying to do seemingly unrelated regression with NON-Linear
constraint. But I don't know how to impose the restriction. Can anybody help me out? <br/>Model :  Rt= b0 + b1 rt  + ut<br/>              rt+1=a0 + a1 rt+ vt       (note: t is subscript - time)<br/>constraint    b1= 0.5*(1+a1^3)<br/><br/>Thanks a lot!<br/>

[此贴子已经被作者于2009-4-3 21:22:23编辑过]