In system object (simulatneousg equations) for gmm-hac and gmm-cross secion, there is J-statistics, but there is no instrumental rank info.
Therefore, I can cant calculate sargan statistcs p-value and I cannot give a comment for J-statistic.
In panel Equation for gmm, Eviews give both J-statistics and instrumental rank.
Thus, I can get Sargan p value by using the fomula given in E-views manual. pvalue= chisq(j-statistics, (instrumental rank-no of coefficients))
Could you please add intsrumnetal rank to Eviews system object gmm-hac and GMM-cross section section?
Thanks in advance
For making suggestions and/or requests for new features you'd like added to EViews.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 3 guests