Page 1 of 1

Hansen & Sargan using Eviews.

Posted: Tue Sep 15, 2020 2:18 pm
by Fatimati
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