j statistic and Determinant residual covariancein Panel GMM

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
delcredere
Posts: 15
Joined: Sat Sep 10, 2011 2:52 pm

j statistic and Determinant residual covariancein Panel GMM

Postby delcredere » Fri Sep 05, 2014 4:26 pm

hi. The estimation results shows the j statistic and the Determinant residual covariance. siince the output does not show instrument rank, how can I get the p-value for both the j-statistic and the Determinant residual covariance.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests