[R] Restricted Least Squares

Ahmad Abu Hammour hammour at msn.com
Tue Apr 9 05:27:09 CEST 2002

I need help regarding estimating a linear model where restrictions are imposed on the coefficients. An example is as follows:
Y_{t+2}=a1Y_{t+1} + a2 Y_t + b x_t + e_t
a1+ a2 =1
Is there a function or a package that can estimate the coefficient of a model like this? I want to estimate the coefficients rather than test them.
Thank you for your help
Ahmad Abu Hammour  
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