basic endogeneity test question

[eljay]

hello! i'm using Eviews 8.0 (awaiting the wheels of bureaucracy at colorado state univ to turn enough to let me upgrade to 9.5).

i've run a pair of models using two-stage and now must check for endogeneity between the DVs (they also are IVs in the respective models).

the online help manual says this: The Instrument Summary view may be found under View/IV Diagnostics & Tests/Instrument Summary, but i don't find such an option when i click on View. can you suggest a direction? thanks so much!

eljay

Posts: 1
Joined: Thu May 07, 2009 11:23 am

[EViews Gareth]

Are you estimating an equation or a system?

[eljay]

two equations in sequence

[EViews Gareth]

Panel data?

[eljay]

yes sir

[EViews Gareth]

They're not available for panel estimation.

[eljay]

does 9.5 have such capability? thank you.

[EViews Gareth]

Not built in