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Yep, that was the solution. Thank you!

Hello, Currently I am testing my equation "tr_w_ar_1985q4_2013q4" (which is the Taylor rule) for serial correlation using the Breusch-Godfrey serial LM test (View > Residual Diagnostics > Serial Correlation LM test). I notice that serial correlation is present, but when correcting with an ...

I am using the Regressor Endogeneity Test which can be find under view > IV Diagnostics & Tests > Regressor Endogeneity Test. I think that is the same test as you describe as Donald-Wu Test. However the problem occurs when performing a weak instrument test with the Cragg Donald F statistic (view...

Hello again, I am currently testing for endogeneity for my two explanatory variables. If I do the test for all the regressors at once then my model suffers from endogeneity. However if I do the test for hcipp-2 and ygapp seperately then the test concludes they are both exogenous. But when I tried to...

Need those instruments be in percentages? (The data for estimators are in percentages)

I have dechecked the box for including lagged regressors for linear equations with ARMA and added one more instrument (therefore it does not give the error "not enough instruments" anymore). However now I get an error stating: "singular matrix". How do I solve this? -edit: could ...

So I should remove the AR(1) for the equation? But still my model needs to be corrected for serial correlation and heteroskedasticity. How do I solve that?

taylor_white_ar is the equation I am using

Hi all, I have to test for endogeinity and when performing the orthogonality c test using TSLS on my instruments I get an error: "Weighting matrix is of wrong size". What does this mean and how can I solve this? My formula is: stn = c + hicpp-2 + ygapp + r + r*(hicpp-2) + r*(ygapp) + ar(1)...