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- Sat Jul 07, 2012 3:24 am
- Forum: Estimation
- Topic: p value for J-statistics for simultaneous equation (gmm)
- Replies: 3
- Views: 10725
Re: p value for J-statistics for simultaneous equation (gmm)
Dear Gareth and Kelaynak, I also have a problem in calculating Degree of freedom in GMM methods for the system of equations. I have 4 equations with 4 endogenous variables with 36 total exogenous variables in the system (4 variables and 32 fixed effect dummies). I use all the exogenous variables for...