J stat problem in eviews 8

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umair.khan
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Joined: Thu May 05, 2016 4:52 am

J stat problem in eviews 8

Postby umair.khan » Thu May 05, 2016 4:58 am

can anyone tell me that in GMM method a J-stat value is important. how it is calculated in eviews 8. what is the formula behind this? and how can i read this mean to say what value should it take for significance level?
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dakila
Posts: 489
Joined: Tue Nov 24, 2015 4:57 pm

Re: J stat problem in eviews 8

Postby dakila » Mon May 09, 2016 9:18 pm

http://davegiles.blogspot.com.au/2013/0 ... g-gmm.html
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