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Hi, I wanted to run the hausman endogeneity test manually as outlined in the eviews helpfile by regressing the endogenous variable on exogenous regressors including a valid instrument. I am using panel data so OLS fixed effects. I was just wondering when I find the residuals from the first OLS regre...

I was wondering if you could help.. I want to test if there is endogeneity in my fixed effects (country effects) model and was just wondering how I can go about this? Also, I'm not sure when I should use GMM if I need to carry out an IV regression?

Hi, I currently have a panel dataset. I am using standard OLS (fixed-effects) estimation for my regressions but I believe there may endogeneity (reverse causality) between my dependent variable and explanatory variable. I understand there is a Hausman test to test for endogeneity but how can I do th...