Endogeneity test for Generalized Method of Moments withPanel

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MAESTROSTUDENT
Posts: 1
Joined: Tue May 24, 2016 11:45 am

Endogeneity test for Generalized Method of Moments withPanel

Postby MAESTROSTUDENT » Tue May 24, 2016 11:56 am

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
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tuco
Posts: 4
Joined: Tue Jun 28, 2016 6:47 pm

Re: Endogeneity test for Generalized Method of Moments withP

Postby tuco » Thu Jun 30, 2016 6:26 am

I am having this exact same problem. Can someone please shed some light on this?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Endogeneity test for Generalized Method of Moments withP

Postby EViews Gareth » Thu Jun 30, 2016 6:50 am

The endogeneity tests are not available for panels

tuco
Posts: 4
Joined: Tue Jun 28, 2016 6:47 pm

Re: Endogeneity test for Generalized Method of Moments withP

Postby tuco » Thu Jun 30, 2016 7:04 am

So I have to use another software to do this? or is this just not possible?


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