omitted variable test with gmm

[dddmb33]

hello
im using eviews 7
I want to perform the omitted variables test with the gmm model, but i recibe a message that asked me to re-estimate my model, because this model was estimate with a previous version of eviews but thats not true i estimate my model with eviews 7. what can i do?

[EViews Gareth]

Ensure that your copy of EViews 7 is up to date.

[dddmb33]

but its posible to perform the omitted variables test with the gmm model?

[EViews Gareth]

Yes

[dddmb33]

can you tell me how to perform it?

[EViews Gareth]

View->Coefficient Diagnostics->Omitted Variables - J Stat difference.

[dddmb33]

in my screen doesnt appear the j stat difference button

[EViews Gareth]

Are you using EViews 7 (and is it up to date)? Is your equation estimated by GMM?

[dddmb33]

yes i am using eviews 7 and i am estimating the equation with the gmm model but i also have the eviews 6, and in this version of eviews i recived the message "this test is not allowed with this estimation model"

[EViews Gareth]

I feel like I'm going in circles.

Just to be clear. You need to have an equation estimated by GMM. You need to be using EViews 7. Your copy of EViews 7 needs to be up to date.

[dddmb33]

thanks for your help gareth