Search found 5 matches

by ammara8
Thu Jul 12, 2018 11:55 am
Forum: Econometric Discussions
Topic: over-identifying restrictions
Replies: 0
Views: 3162

over-identifying restrictions

hi everyone, please guide me about my GMM results and over-identifying restrictions. is it over, under or exactly identified no.of estimated coefficient 8 no.of observations 1680 Mean dependent var -0.005228 S.D. dependent var 0.100834 S.E. of regression 0.124962 Sum squared resid 26.12466 J-statist...
by ammara8
Sun Jul 01, 2018 3:41 am
Forum: Econometric Discussions
Topic: instrument validity test
Replies: 0
Views: 2668

instrument validity test

dear all,
i am running panel GMM and i need to test instruments validity.
which test should i run then?
by ammara8
Sat May 26, 2018 1:16 pm
Forum: Econometric Discussions
Topic: HAUSMAN VALUE IS 1.00
Replies: 1
Views: 11305

HAUSMAN VALUE IS 1.00

HI EVERYONE,
WHILE RUNNING PANEL REGRESSION, MY HAUSMAN TEST GIVE ME PROB 1.000
WHAT MAY BE THE REASON?
THANK YOU
by ammara8
Sat May 26, 2018 11:48 am
Forum: Estimation
Topic: IV diagnostics and tests
Replies: 2
Views: 3013

Re: IV diagnostics and tests

i saw that option in eviews 8 on youtube .
ok so is it necessary for me to run this test for panel GMM?
by ammara8
Sat May 26, 2018 4:50 am
Forum: Estimation
Topic: IV diagnostics and tests
Replies: 2
Views: 3013

IV diagnostics and tests

Hi everyone,
I am running GMM on panel data and need to run regressor endogenity test but i am not able to find this IV diagnostics option in my Eviews8 . Please help me in this regard. Thank you

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