[R-SIG-Finance] Inequality constraints in GMM estimation?

Liviu Andronic landronimirc at gmail.com
Sat Jul 18 15:03:44 CEST 2009


On Sat, Jul 18, 2009 at 4:58 AM, David J. Moore, Ph.D.<djmphd at gmail.com> wrote:
> I have a relatively simple finance application of GMM. Given the moment
> condition:
> E[m*R]=0
> where m=m[theta]
> I would like to constrain m>0. Any ideas?
Check library(gmm).

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