Regressor Endogeneity Test

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ali_analyst
Posts: 3
Joined: Fri Apr 26, 2013 12:42 am

Regressor Endogeneity Test

Postby ali_analyst » Fri Apr 26, 2013 1:18 am

Hi

Following EViews instruction to test endogenity among regressors, First I prepared my GMM estimation equation, entering both regressors and instruments, however under view there is no IV Diagnostics and Test to be performed.
I use EViews 7 if it helps.

EViews Gareth
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Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Regressor Endogeneity Test

Postby EViews Gareth » Fri Apr 26, 2013 7:35 am

In what sort of object did you perform GMM?

ali_analyst
Posts: 3
Joined: Fri Apr 26, 2013 12:42 am

Re: Regressor Endogeneity Test

Postby ali_analyst » Fri Apr 26, 2013 9:37 pm

I chose object from the menu and then chose equation. I may didn't understand your question. Kindly please make it more clear as I'm quite new in EViews.

EViews Gareth
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Posts: 13604
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Re: Regressor Endogeneity Test

Postby EViews Gareth » Fri Apr 26, 2013 10:03 pm

Perhaps you should provide your workfile?

ali_analyst
Posts: 3
Joined: Fri Apr 26, 2013 12:42 am

Re: Regressor Endogeneity Test

Postby ali_analyst » Fri Apr 26, 2013 11:26 pm

Yes, I'm analyzing the effect of working capital management on the firm's profitability. I have my workfile including one dependent variable, one independent variable and four control variables. I'm trying to use GMM estimation for my model, however, when I tried to test regressor or instruments endogeneity, there were no sub menu under view as View/IV Diagnostics & Tests.

EViews Gareth
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Posts: 13604
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Re: Regressor Endogeneity Test

Postby EViews Gareth » Sat Apr 27, 2013 4:33 pm

Perhaps you should provide your workfile?


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