
Dear Helpers,

I need to do a spanning test with short sale constraints - so I have to impose and test multiple inequality restrictions to my panel regression model. I looked at several methodologies and for my research the most efficiency methodology is to a Wald test as proposed in:
Econometrica, Vol. 50, No. 1 (January, 1982) LIKELIHOOD RATIO TEST, WALD
TEST, AND KUHN-TUCKER TEST IN LINEAR MODELS WITH INEQUALITY CONSTRAINTS ON
THE REGRESSION PARAMETERS BY CHRISTIAN GOURIE'ROUX, ALBERTO HOLLY. AND ALAIN
MONFORTAs I'm not good with programming I was hoping to find a post-estimation test in R.  I found the ic.infer package, which uses the likelihood ratio test. Is anyone knows how to transform the program ic.infer to a likelihood ratio test into a Wald test, or how to program into R this Wald test with inequality constraints?

Thanks!

Best,
Seb




 		 	   		  
	[[alternative HTML version deleted]]

