multicolliniearity in the system (GMM-HAC)?

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multicolliniearity in the system (GMM-HAC)?

Postby kelaynak » Sun Nov 21, 2010 4:31 am

I am dealing with dynamic panel data in simulatnaous system Equations.

In Eviews 7.1, Is there any way to detect multicolliniearity in system after using the system in GMM-HAC option?
Thanks in advance

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