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Naturally, I have another question. I am very sorry to bother again. I posted the statistics of AR test in my previous message.The problem is that my matrix of instruments has lagged values of some vectors so when I construct the matrix Z, I have NA values, so I cannot compute the inverse of Z'*Z. D...

Thank you. I really appreciate it.

Hello. I am very sorry .I forgot to check if someone answered my question. I managed to solve the pb, I wrongly defined the dimensions of the matrix. Now I have the following questions and hope they are not too stupid. I estimated the following equation equation eq.1gmm inf-c(1)*inf(1)-c(2)*inf(-1)-...

Hello! I am trying to implement the Anderson Rubin test, robust to weak instruments in Eviews 7, but get a lot errors.Has anybody tried to implement it? I am asking because I am afraid I am loosing my time and should maybe try in another program. Thank you a lot!

Hello! I have difficulties interpreting the Cragg Donald test for weak instruments in Eviwes. I performed the test and obtained the CD F statistic of 0.67. Is this something like a p value of the test? Or do I have to compar it to the Stock and Yogo values for a certain level of significance?Thank y...

Same message. I seems very strange because I read in eviews guide help and I followed the same steps.:(

Sorry, this is not the pb. In eviews I wrote it well, I didn t copy paste it from eviews. So this is not the pb, I tried again now and I have the same message.

Hello! I have a problem and I although it may sound stupid I do not know how to work it out. I am triying to estimate an equation using GMM and I need to specify it without a dependent variable, I just turned from tlo=C(1)*b+C(2)*w into tlo-C(1)*b-C92*w (for example) but I get the message no coeffic...

Hello! I need to perform Kleibergen's k test and Anderson Rubin test for weak instruments! Can anybody help me?
Thanks