Search found 5 matches
- Sun Oct 25, 2020 4:24 am
- Forum: Estimation
- Topic: I cant estimate Arrelano and Bond AR(1&2) in System GMM
- Replies: 5
- Views: 9227
Re: I cant estimate Arrelano and Bond AR(1&2) in System GMM
Ok Thanks alot Gareth for your explicit swift response. i appreciate.
- Sat Oct 24, 2020 7:22 pm
- Forum: Estimation
- Topic: Hansen & Sargan using Eviews.
- Replies: 1
- Views: 9245
Re: Hansen & Sargan using Eviews.
Hello, Your J-stat value of 2.62 is the Sargan test statistics which tells you if the instrumental variables used in the system GMM is exogeneously related to the error term with the help of the probability value. However you need to compute and display the probability value with the scalar and @chi...
- Sat Oct 24, 2020 6:57 pm
- Forum: Estimation
- Topic: I cant estimate Arrelano and Bond AR(1&2) in System GMM
- Replies: 5
- Views: 9227
Re: I cant estimate Arrelano and Bond AR(1&2) in System GMM
Thanks Gareth. Please from which newer version of Eview contains this test? 8, 9, 10 or 11 please be specific.
And is that equation given me error msg in order if i get the newer version of the software? that is will it work for me as specified in newer version of Eview?
Thanks
And is that equation given me error msg in order if i get the newer version of the software? that is will it work for me as specified in newer version of Eview?
Thanks
- Sat Oct 24, 2020 1:38 pm
- Forum: Estimation
- Topic: I cant estimate Arrelano and Bond AR(1&2) in System GMM
- Replies: 5
- Views: 9227
Re: I cant estimate Arrelano and Bond AR(1&2) in System GMM
In addition this is the Eview Help link i followed
http://www.eviews.com/help/helpintro.ht ... 23ww354577
Thanks
http://www.eviews.com/help/helpintro.ht ... 23ww354577
Thanks
- Sat Oct 24, 2020 1:33 pm
- Forum: Estimation
- Topic: I cant estimate Arrelano and Bond AR(1&2) in System GMM
- Replies: 5
- Views: 9227
I cant estimate Arrelano and Bond AR(1&2) in System GMM
Hello everyone, Please i have a panel dataset of N= 72 firms collected over 10 yrs (T = 10) to estimate a Dynamic Panel Model (DPM) with one lag of dependent variables. I want to estimate the GMM model and also test for Arrelano and Bond AR(1) and AR(2). The Equation object created and use in the co...
