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  • Constrained optimization in Stata

    Dear Stata uses,
    I am having a constant optimization problem to solve in Stata
    I am having three variables. Lp, gdp and hpgdp. Lp is a quality variable, gdp and hpgdp contain data. hpgdp is the filtered data for gdp with Hodrick Prescott filter.

    I need to generate a new var for Lp such that gdp reaches hpgdp..
    In simply words what's the optimal values for Lp in order gdp to reach hpgdp
    Dataset is an unbalanced panel.

    I would appreciate any help
    Best
    Mario
    Last edited by Mario Ferri; 12 Dec 2020, 13:38.
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