I.V - Endogeneity tests, GMM, and J Stats

[Keith Porter]

Hi!

I am trying to run some endogeneity and over identification tests in a couple of models.

First round were excellent.

I then decided to add an additional variable and some updated data, creating a new work file in the process.

Now the I.V menu doesn't appear.

I can go back into the old work file, rerun the same tests and even adapt the model (see eviews image below) but with the new data set, nothing (closest I can get is eviews2 image below). The options I see under GMM are slightly different as well - different boxes and now "GMM and dynamic panel".

I'm sure it is something simple, but..

[EViews Gareth]

EViews offers different estimation options based upon whether you are dealing with panel data or not. The updated data is panel, the original is not.

[Keith Porter]

I appreciate the response, but I am still confused - sorry

The only material difference between the two sets is one additional RHS variable D_E and one more year's worth of observations for one of the other variable.

How does that change it to panel?

[EViews Gareth]

Can't answer that for you. But I can tell you that the new data set is a panel workfile. How it became a panel is up to you.

[Keith Porter]

OK - at least I know I'm not totally nuts!

I appreciate your help