Boundary restirctions

Questions and discussions on Vector Autoregressions
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marvin2jhjh
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Joined: Fri Jun 15, 2012 8:58 pm

Boundary restirctions

Unread post by marvin2jhjh »

Is there anyone who knows impose two short-run boundary restrictions and a long-run (equation) restriction.
For example, the paper, "On the driving forces behind cyclical movements in employment and job reallocation (Davis and Haltiwanger, AER 1999)" used sign restrictions and boundary restriction (-1<b<+1). How can I code them?
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