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by gelarea54
Wed Dec 23, 2020 8:11 am
Forum: Data Manipulation
Topic: Sargan or J-Test on Eviews
Replies: 6
Views: 23134

Re: Sargan or J-Test on Eviews

Hi, you just give the command: scalar pval=@chisq(J-Statistic, instruemntrank-nummber of regressors in the modell). if your get a very small p-val it mean your model is bad. optimal value ist between 20- und 30%= 0.20 uns 0-30. Hello I did this command but the software doesnt run it and gave the er...

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