Hansen & Sargan using Eviews.

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Fatimati
Posts: 2
Joined: Tue Sep 15, 2020 8:28 am

Hansen & Sargan using Eviews.

Postby Fatimati » Tue Sep 15, 2020 2:18 pm

Hello everyone,

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

Best regards

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