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

[Liviu Andronic]

Hello,

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).
Liviu