gmm system estimation and post estimation tests

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Muhammad Riaz
Posts: 5
Joined: Sun Jun 22, 2014 1:27 am

gmm system estimation and post estimation tests

Postby Muhammad Riaz » Tue Jul 15, 2014 4:44 pm

Dear i need your help.
How i can perform instrument orthogonality c-test and weak instrument test when gmm estimated through system estimation in eviews8.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: gmm system estimation and post estimation tests

Postby EViews Gareth » Tue Jul 15, 2014 6:27 pm

Unfortunately we do not currently offer those tests for system estimation


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