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by Lisa0718
Fri Mar 04, 2016 1:15 pm
Forum: Econometric Discussions
Topic: J-Statisitc?
Replies: 0
Views: 1828

J-Statisitc?

Am I right in thinking that the J-Statistic and Prob(J-statistic) computed under GMM is the same as Hansen's J Statistic - a check to see whether our instruments satisfy the orthogonality condition? If this is the case, could someone tell me the null and alternative hypothesis for this said statisti...
by Lisa0718
Sat Feb 20, 2016 5:43 am
Forum: Estimation
Topic: Near Singular Matrix Error - Don't know what else to try!
Replies: 3
Views: 4417

Re: Near Singular Matrix Error - Don't know what else to try

Apologies for not being clear, I'm basically trying to run the regression:

GDP growth per capita (depedent variable) = Constant + x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 +x9 + x10
by Lisa0718
Fri Feb 19, 2016 4:36 pm
Forum: Estimation
Topic: Near Singular Matrix Error - Don't know what else to try!
Replies: 3
Views: 4417

Near Singular Matrix Error - Don't know what else to try!

Hi All, Very new to this, I am an undergrad trying to conduct a study on the impact of foreign aid on economic growth. I am not an econometrician and my skills in this area are most definitely not up to par, but I am desperate for help and I do not know where else to turn to. I am using the Eviews S...

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