J-Stat & J-Stat (prob)

[Apple Tan]

Using Eviews 7.

I have only
1 instrument (variable used in 1 stage but not 2nd stage)
1 endogenous variable
but Eviews produce the J-Stat & J-Stat (prob).

I thought J-Stat & J-Stat (prob) is only for situations when there are more instruments than endogenous variables.

Thank you

[EViews Gareth]

Can you post your workfile?

[Apple Tan]

Hi

Thanks for the reply. As my data are confidential I can't post the workfile. Instead I have attached images of the results and the estimation. Please try to help.

Thank you

[EViews Gareth]

You've included the dependent variable as an instrument.