Search found 5 matches

by ogiemudia
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.
by ogiemudia
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...
by ogiemudia
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
by ogiemudia
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...

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