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gmm system estimation and post estimation tests

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gmm system estimation and post estimation tests

Posted: Tue Jul 15, 2014 4:44 pm
by Muhammad Riaz
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.

Re: gmm system estimation and post estimation tests

Posted: Tue Jul 15, 2014 6:27 pm
by EViews Gareth
Unfortunately we do not currently offer those tests for system estimation
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