Regressor Endogeneity Test with ARMA terms

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mk516
Posts: 2
Joined: Sat Sep 01, 2012 10:48 pm

Regressor Endogeneity Test with ARMA terms

Postby mk516 » Sun Sep 02, 2012 9:13 pm

Hi all

Can someone please explain why I am unable to run a Regressor Endogeneity Test if my model specification has ARMA terms?

I have read the IV Diagnostics and Tests component of eviews help but I do not believe it answers my query.

If this question has been answered elsewhere in these forums please direct me to it as I have searched but not found anything

Thanks,
Michael
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Regressor Endogeneity Test with ARMA terms

Postby EViews Gareth » Tue Sep 04, 2012 7:56 am

EViews doesn't support the regressor endogeneity test with ARMA terms.
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