Post estimation tests - GMM Orthogonal
Posted: Fri Dec 04, 2020 2:21 am
Dear all,
Is there anyway to compute post estimation test (like AR1/AR2,Hansen Test), in EVIews for panel GMM - estimation with Orthogonal deviation (cross sections). Or at least some kind of confirmation that the results are ok...
Stay safe!
Is there anyway to compute post estimation test (like AR1/AR2,Hansen Test), in EVIews for panel GMM - estimation with Orthogonal deviation (cross sections). Or at least some kind of confirmation that the results are ok...
Stay safe!