sargan test p value interpretation

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sargan test p value interpretation

Postby dddmb33 on Fri Aug 19, 2011 8:01 am

hello
i want to know how can i interpret the p value of the sargan test
im using the gmm model
i obtained a p value of 0.00
calculated witth the following command : scalar pva =@chisq(285.11,60)
if anyone can help me
thanks
dddmb33
 
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