Search found 2 matches
- Mon Jan 29, 2024 8:43 am
- Forum: Estimation
- Topic: Hansen Test in Eviews
- Replies: 1
- Views: 14163
Re: Hansen Test in Eviews
There is no one to help me
- Sun Jan 21, 2024 9:45 am
- Forum: Estimation
- Topic: Hansen Test in Eviews
- Replies: 1
- Views: 14163
Hansen Test in Eviews
Hi, I know the Sargan test formula in Eviews. You should write the command line the following scalar pval = @chisq(j, N) where J is J-statistic value in GMM and N is (N=number of instruments (minus) number of coefficients in GMM Euaqaion) However, scalar pval = @chisq(j, N) what is j value in Hansen...