Hausman test

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stefanp
Posts: 63
Joined: Wed Sep 30, 2015 12:24 am

Hausman test

Postby stefanp » Mon Oct 05, 2015 6:02 am

Hey all,

I've been trying to replicate Eviews Output as shown from Heij et al. (2004) (p.417, example 5.34) in Eviews 8.1

In general, I am interested in conducting a Hausman LM-test on exogeneity.

If I use TSLS I dont find anything like view/fixed/random effect testing/correlated random - haussman test

Please help me out.

Best,
stefan

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