Endogeneity testing for panel data

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rogero18
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Joined: Wed Nov 28, 2012 4:02 am

Endogeneity testing for panel data

Postby rogero18 » Wed Nov 28, 2012 4:23 am

Hi there,

I have a question concerning endogeneity testing/performing a Durbin-Wu-Hausman test for panel data in Eviews 7. How can I do this? Only by hand or is it also possible to do this directly through Eviews. I have tried to import my data as time-series but then I lose 595 - 17 = 578 observations (35 countries, 17 years and 27 variables (including dummies and lags)).
I would appreciate any help!
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Endogeneity testing for panel data

Postby EViews Gareth » Wed Nov 28, 2012 8:56 am

The test is not built in for panel equations, no.
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