Search found 9 matches

by dddmb33
Thu Aug 25, 2011 8:44 am
Forum: Estimation
Topic: omitted variable test with gmm
Replies: 10
Views: 8996

Re: omitted variable test with gmm

thanks for your help gareth
by dddmb33
Thu Aug 25, 2011 8:37 am
Forum: Estimation
Topic: omitted variable test with gmm
Replies: 10
Views: 8996

Re: omitted variable test with gmm

yes i am using eviews 7 and i am estimating the equation with the gmm model but i also have the eviews 6, and in this version of eviews i recived the message "this test is not allowed with this estimation model"
by dddmb33
Thu Aug 25, 2011 8:31 am
Forum: Estimation
Topic: omitted variable test with gmm
Replies: 10
Views: 8996

Re: omitted variable test with gmm

in my screen doesnt appear the j stat difference button
by dddmb33
Thu Aug 25, 2011 8:10 am
Forum: Estimation
Topic: omitted variable test with gmm
Replies: 10
Views: 8996

Re: omitted variable test with gmm

can you tell me how to perform it?
by dddmb33
Thu Aug 25, 2011 8:04 am
Forum: Estimation
Topic: omitted variable test with gmm
Replies: 10
Views: 8996

Re: omitted variable test with gmm

but its posible to perform the omitted variables test with the gmm model?
by dddmb33
Thu Aug 25, 2011 7:06 am
Forum: Estimation
Topic: omitted variable test with gmm
Replies: 10
Views: 8996

omitted variable test with gmm

hello
im using eviews 7
I want to perform the omitted variables test with the gmm model, but i recibe a message that asked me to re-estimate my model, because this model was estimate with a previous version of eviews but thats not true i estimate my model with eviews 7. what can i do?
by dddmb33
Fri Aug 19, 2011 8:01 am
Forum: Econometric Discussions
Topic: sargan test p value interpretation
Replies: 0
Views: 2586

sargan test p value interpretation

hello
i want to know how can i interpret the p value of the sargan test
im using the gmm model
i obtained a p value of 0.00
calculated witth the following command : scalar pva =@chisq(285.11,60)
if anyone can help me
thanks
by dddmb33
Thu Aug 11, 2011 9:06 am
Forum: Estimation
Topic: number of instruments greater than number of observations
Replies: 3
Views: 6149

Re: number of instruments greater than number of observation

but how can i choose the correct number of instruments
by dddmb33
Thu Aug 11, 2011 8:46 am
Forum: Estimation
Topic: number of instruments greater than number of observations
Replies: 3
Views: 6149

number of instruments greater than number of observations

hello
how can i fix the problem of receiving the message "number of instruments greater than number of observations"
thanks

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