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basic endogeneity test question

Posted: Fri Apr 08, 2016 8:42 am
by eljay
hello! i'm using Eviews 8.0 (awaiting the wheels of bureaucracy at colorado state univ to turn enough to let me upgrade to 9.5).

i've run a pair of models using two-stage and now must check for endogeneity between the DVs (they also are IVs in the respective models).

the online help manual says this: The Instrument Summary view may be found under View/IV Diagnostics & Tests/Instrument Summary, but i don't find such an option when i click on View. can you suggest a direction? thanks so much!

eljay

Posts: 1
Joined: Thu May 07, 2009 11:23 am

Re: basic endogeneity test question

Posted: Fri Apr 08, 2016 8:49 am
by EViews Gareth
Are you estimating an equation or a system?

Re: basic endogeneity test question

Posted: Fri Apr 08, 2016 10:34 am
by eljay
two equations in sequence

Re: basic endogeneity test question

Posted: Fri Apr 08, 2016 10:39 am
by EViews Gareth
Panel data?

Re: basic endogeneity test question

Posted: Fri Apr 08, 2016 11:17 am
by eljay
yes sir

Re: basic endogeneity test question

Posted: Fri Apr 08, 2016 11:25 am
by EViews Gareth
They're not available for panel estimation.

Re: basic endogeneity test question

Posted: Fri Apr 08, 2016 1:13 pm
by eljay
does 9.5 have such capability? thank you.

Re: basic endogeneity test question

Posted: Fri Apr 08, 2016 2:41 pm
by EViews Gareth
Not built in