Hansen Test in Eviews

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

gozparlak
Posts: 2
Joined: Thu Jan 10, 2013 2:43 am

Hansen Test in Eviews

Postby gozparlak » Sun Jan 21, 2024 9:45 am

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 test in Eview to calculate it?

Could you help me to calculate it :(

gozparlak
Posts: 2
Joined: Thu Jan 10, 2013 2:43 am

Re: Hansen Test in Eviews

Postby gozparlak » Mon Jan 29, 2024 8:43 am

There is no one to help me :cry:


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 23 guests