Can anyone share how can i run the hansen and sargan test using eviews 11 for System GMM ?
And can anyone share what the J-Statistic represent ?
After runing the System GMM my J-Statistic = 2.62, what does it mean ?
Thank you in advance
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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