hello.
a basic question:
the eviews help information says that testing for endogeneity using the IV diagnostics and tests features will give me the Hausman test. When I test my suspected endogenous variable, however, I get what appears to be Sargan's J.
Am I missing something? many thanks!
testing for endogeneity using 2sls
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Re: testing for endogeneity using 2sls
Look under Help for "endogeneity."hello.
a basic question:
the eviews help information says that testing for endogeneity using the IV diagnostics and tests features will give me the Hausman test. When I test my suspected endogenous variable, however, I get what appears to be Sargan's J.
Am I missing something? many thanks!
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