GMM/TSLS: J-stat & F-stat
Posted: Thu Jun 25, 2015 9:00 pm
Using Eviews 7
Query:
1) GMM / DPD - Generalized Method of Moments / Dynamic Panel Data:
i) How do I find the p-value for the J-stat?
ii) How do I find the F-stat?
2) For a panel data, using TSLS
i) how do I find the J-stat and its probability?
Thank you
Query:
1) GMM / DPD - Generalized Method of Moments / Dynamic Panel Data:
i) How do I find the p-value for the J-stat?
ii) How do I find the F-stat?
2) For a panel data, using TSLS
i) how do I find the J-stat and its probability?
Thank you