Hausman test
Posted: Mon Oct 05, 2015 6:02 am
Hey all,
I've been trying to replicate Eviews Output as shown from Heij et al. (2004) (p.417, example 5.34) in Eviews 8.1
In general, I am interested in conducting a Hausman LM-test on exogeneity.
If I use TSLS I dont find anything like view/fixed/random effect testing/correlated random - haussman test
Please help me out.
Best,
stefan
I've been trying to replicate Eviews Output as shown from Heij et al. (2004) (p.417, example 5.34) in Eviews 8.1
In general, I am interested in conducting a Hausman LM-test on exogeneity.
If I use TSLS I dont find anything like view/fixed/random effect testing/correlated random - haussman test
Please help me out.
Best,
stefan