least squares restrictions

#1
Hi there,

I want to perform least squares for a lineaar model with linear restrictions on the parameters. The restrictions are also linear with respect to the parameters. I have inquality and equality constraints.

I am interested on estimating the variance, and generally the properties of such an estimator.

Does anyone know how to derive the variance of the coefs in that case? Or any good source for studying? I only saw linear restrictions alone or linear inequalities alone.

Thanx in advance for any answers!!