Search found 5 matches
- 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...
- 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?
i am running panel GMM and i need to test instruments validity.
which test should i run then?
- 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
WHILE RUNNING PANEL REGRESSION, MY HAUSMAN TEST GIVE ME PROB 1.000
WHAT MAY BE THE REASON?
THANK YOU
- 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?
ok so is it necessary for me to run this test for panel GMM?
- 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
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