I am performing a panel regression with the generalized method of moments in Eviews 8. To account for the endogeneity of the regressors I would like to perform a endogeneity test. Under Eviews 7 it appears under view -> IV Diagnostics and Tests -> Regressor Endogeneity Test. However, under Eviews 8 it doesn't. I attached the youtube video and screenshots from my regression model where my issue is explained more precisely. Hopefully you can help me out in how to perform this test in Eviews 8. I would also like to test for the relevance of the applied instruments.
https://www.youtube.com/watch?v=KYHQdKS11Gs
(relevant from minute 6 onwards)
Thank you
Regrads
Marcio
Endogeneity test for Generalized Method of Moments withPanel
Moderators: EViews Gareth, EViews Moderator
-
MAESTROSTUDENT
- Posts: 1
- Joined: Tue May 24, 2016 11:45 am
Endogeneity test for Generalized Method of Moments withPanel
- Attachments
-
- p5-7.png (367.78 KiB) Viewed 3725 times
-
- p5-6.png (128.75 KiB) Viewed 3726 times
-
- p1-4.png (87.12 KiB) Viewed 3726 times
Re: Endogeneity test for Generalized Method of Moments withP
I am having this exact same problem. Can someone please shed some light on this?
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Endogeneity test for Generalized Method of Moments withP
The endogeneity tests are not available for panels
Re: Endogeneity test for Generalized Method of Moments withP
So I have to use another software to do this? or is this just not possible?
Who is online
Users browsing this forum: No registered users and 2 guests
