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- Sun Jul 23, 2023 3:32 am
- Forum: General Information and Tips and Tricks
- Topic: Hansen Test Eviews
- Replies: 1
- Views: 48182
Re: Hansen Test Eviews
To run the Hansen test in EViews 11 Step 1: Perform the GMM estimation First, you need to estimate your GMM model. Make sure you have already set up your GMM specification and identified the instruments. For this example, I assume you have already run the GMM estimation and stored the results in a n...