testing for endogeneity using 2sls
Posted: Thu May 19, 2016 8:12 am
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!
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!