GMM/TSLS: J-stat & F-stat

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Apple Tan
Posts: 29
Joined: Sun Apr 12, 2015 5:18 pm

GMM/TSLS: J-stat & F-stat

Postby Apple Tan » Thu Jun 25, 2015 9:00 pm

Using Eviews 7

Query:
1) GMM / DPD - Generalized Method of Moments / Dynamic Panel Data:

i) How do I find the p-value for the J-stat?
ii) How do I find the F-stat?

2) For a panel data, using TSLS

i) how do I find the J-stat and its probability?

Thank you

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