GMM output question
Posted: Mon Jul 28, 2014 12:36 pm
Hello everyone,
This is my first experience with GMM.I have a question about the GMM output in EViews.
After I run it what does it report under "Prob." colum is it p-values like LS or something else. I mean do I have to do some transformation or I can interpret significance directly.
Rado
This is my first experience with GMM.I have a question about the GMM output in EViews.
After I run it what does it report under "Prob." colum is it p-values like LS or something else. I mean do I have to do some transformation or I can interpret significance directly.
Rado