cols-package {cols}

Constrained Ordinary Least Squares

Description

Constrained ordinary least squares is performed. One constraint is that all beta coefficients (including the constant) cannot be negative. They can be either 0 or strictly positive. Another constraint is that the sum of the beta coefficients equals a constant. References: Hansen, B.E. (2022). Econometrics, Princeton University Press.

Details

Package:	cols
Type:	Package
Version:	1.1
Date:	2024-01-11

Maintainers

Michail Tsagris <[e-mail]>.

Author(s)

Michail Tsagris [e-mail]

References

Hansen, B. E. (2022). Econometrics, Princeton University Press.