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- Thu Oct 31, 2013 8:36 am
- Forum: Estimation
- Topic: 3SLS Residuals and Adding the AR term to the Regression
- Replies: 1
- Views: 1813
3SLS Residuals and Adding the AR term to the Regression
I am currently using 3SLS to run a two equation system. I was wondering if its possible to retrieve the residuals from either the system or two equations, as they are needed to run extra statistical tests, such as a J test. In addition, when trying to add the AR(1) term to my equations it states tha...