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.
Regressor Endogeneity Test
Moderators: EViews Gareth, EViews Moderator
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EViews Gareth
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Re: Regressor Endogeneity Test
In what sort of object did you perform GMM?
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ali_analyst
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Re: Regressor Endogeneity Test
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.
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EViews Gareth
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Re: Regressor Endogeneity Test
Perhaps you should provide your workfile?
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ali_analyst
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Re: Regressor Endogeneity Test
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.
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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
Perhaps you should provide your workfile?
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