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- Tue May 22, 2012 8:26 am
- Forum: Estimation
- Topic: Test for serial correlation in 2SLS
- Replies: 1
- Views: 2180
Test for serial correlation in 2SLS
Does EViews offer a Lagrange multiplier (LM) or F-statistic analog for two stage least squares regression (2SLS)? (For example, as in Wooldridge, 1990). I would like to use EViews to test for serial correlation in for 2SLS regression in two cases: i) with and ii) without lagged dependent variables o...