Page 1 of 1

Endogeneity test for Generalized Method of Moments withPanel

Posted: Tue May 24, 2016 11:56 am
by MAESTROSTUDENT
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

Re: Endogeneity test for Generalized Method of Moments withP

Posted: Thu Jun 30, 2016 6:26 am
by tuco
I am having this exact same problem. Can someone please shed some light on this?

Re: Endogeneity test for Generalized Method of Moments withP

Posted: Thu Jun 30, 2016 6:50 am
by EViews Gareth
The endogeneity tests are not available for panels

Re: Endogeneity test for Generalized Method of Moments withP

Posted: Thu Jun 30, 2016 7:04 am
by tuco
So I have to use another software to do this? or is this just not possible?