EViews.com

Thank you, Gareth.

So it doesnt show it when the J-statistics is very low?

Hi Gareth,
Does EViews have a feature which shows the probability of J-stat?

Radoslav

Hello,

When EViews reports results from GMM estimation the "J-stats" is the J statistics right, not the probability of "J statistics".

Radoslav

Hello everyone,

This is my first experience with GMM.I have a question about the GMM output in EViews.
After I run it what does it report under "Prob." colum is it p-values like LS or something else. I mean do I have to do some transformation or I can interpret significance directly.

Rado

Thank you, actually it is only the last dummy year13, I will just drop it.

Hi, I have the following equation: "TDA=c firm_size profitability tangibility current_ratio dep_totalassets earnings_volatility year08 year09 year10 year11 year12 year13" Where yearXX are dummies and after I remove them the regressions run without problems. Also when I exclude the constant...