Search found 3 matches
- Thu Mar 17, 2016 10:37 am
- Forum: General Information and Tips and Tricks
- Topic: Breusch Godfrey test
- Replies: 1
- Views: 6395
Breusch Godfrey test
Hi, I am working in Eviews 8 (with up to date patch). I am doing a simple OLS regression and want to test for autocorrelation of the residuals. When I click on residual diagnostics, the only menu items are "histogram - normality test" and "Arellano-Bond serial correlation test". ...
- Sun Nov 22, 2015 8:51 am
- Forum: Estimation
- Topic: GMM error code
- Replies: 3
- Views: 4737
Re: GMM error code
I've 1600 observations. When I reduce this to just 3-4 time periods the error code changes to near singular matrix, which is what one would expect. How does the full period model generate over 1600 instruments?
- Sun Nov 22, 2015 8:32 am
- Forum: Estimation
- Topic: GMM error code
- Replies: 3
- Views: 4737
GMM error code
Hi, I am estimating a model with a dynamic component. The model contains a one-period lag of the dependent variable and four other contemporaneous variables. I can use a 2SLS method, but it is suggested that I explore the Arellano Bond method. I follow the dynamic panel wizard for the GMM/DPD method...
