R help - Jul 2009 - Inequality constraints in GMM estimation?

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David J. Moore, Ph.D.

2009-Jul-17 00:31 UTC

[R] Inequality constraints in GMM estimation?

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?

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