[R-SIG-Finance] CONSTRAINED REGRESSIONS

[Eric Weigel]

​I wish to run a regression where the slope coefficients are bound between
0 and 1, the sum of the slope coefficients ​sums to 1 and there is an
intercept (no bounds). Specifically I wish to run a Heston/Rouwenhorst type
of regression using country and sector dummies.

Is there a procedure in R that can run such a constrained regression?

Thanks for your help.

-- 

*Eric J. Weigel*

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