Impulse (singleton) dummy in GMM
Moderators: EViews Gareth, EViews Moderator
-
dvd.ceccarelli
- Posts: 2
- Joined: Tue Feb 15, 2011 4:23 pm
Impulse (singleton) dummy in GMM
Dear guys, I have this problem. I have seen in the GMM residuals that there is an outlier. I have decided to insert an impulse dummy in the estimation. But when I have inserted it also as instrument, the Hansen J-test is implausible (p-value=1). There is a theoretical problem in using impulse dummy in GMM? Thank you.
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 2 guests
