Durbin-wu-hausman test

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CSS_Rocha
Posts: 1
Joined: Fri Oct 12, 2012 10:21 am

Durbin-wu-hausman test

Postby CSS_Rocha » Fri Oct 12, 2012 10:26 am

Hi,
I need to do Durbin-Wu-Hausman test. But I don't know how to do it in EViews.
What are the commands to perform the Durbin-Wu-Hausman test in EViews?

Thanks.
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EViews Gareth
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Re: Durbin-wu-hausman test

Postby EViews Gareth » Fri Oct 12, 2012 11:26 am

If your equation, estimated by TSLS or GMM, is called EQ01, then the command:

Code: Select all

] eq01.endogtest x1
Will perform the Durbin-Wu-Hausman test on regressor X1.
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gftiryaki
Posts: 8
Joined: Sat Oct 05, 2013 9:35 am

Re: Durbin-wu-hausman test

Postby gftiryaki » Thu Nov 14, 2013 5:59 am

How can we run the Durbin-Wu-Hausman test when using panel data?
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EViews Gareth
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Re: Durbin-wu-hausman test

Postby EViews Gareth » Thu Nov 14, 2013 7:27 am

You cannot.
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