Hansen Test in Eviews
Posted: Sun Jan 21, 2024 9:45 am
Hi,
I know the Sargan test formula in Eviews.
You should write the command line the following
scalar pval = @chisq(j, N) where J is J-statistic value in GMM and N is (N=number of instruments (minus) number of coefficients in GMM Euaqaion)
However, scalar pval = @chisq(j, N) what is j value in Hansen test in Eview to calculate it?
Could you help me to calculate it :(
I know the Sargan test formula in Eviews.
You should write the command line the following
scalar pval = @chisq(j, N) where J is J-statistic value in GMM and N is (N=number of instruments (minus) number of coefficients in GMM Euaqaion)
However, scalar pval = @chisq(j, N) what is j value in Hansen test in Eview to calculate it?
Could you help me to calculate it :(
