over-identifying restrictions

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ammara8
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Joined: Fri May 25, 2018 12:10 pm

over-identifying restrictions

Postby ammara8 » Thu Jul 12, 2018 11:55 am

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-statistic 87.83783 Instrument rank 63
Prob(J-statistic) 0.004202

thanks

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