GMM Breakpoint test and IV Diagnostics

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somaiiehmr
Posts: 9
Joined: Mon May 21, 2012 5:14 am

GMM Breakpoint test and IV Diagnostics

Postby somaiiehmr » Tue May 22, 2012 7:14 am

Hi guys. but I have another problem. As you can see in attached workfile I have two system specification called gmmmccsgg05 and gmmmcnsgg05, I would like to IV Diagnostics Tests as well as GMM breakpoint tests, the manual says that if you choose View there should be options including IV Diagnostics tests and Breakpoint test, but when I click on View in either of the system specification I can't see those options there.

I also tried include the following statement in system specification:

breaktest 1974q1 1979q2 1990q3

But it says this command is unknown.

Can you please help me with this and let me know how can I do different types of breakpoint test stated in manuals, i.e. Andrews-Fair (1988) Wald Statistics, Andrews-Fair LR-type statistics and Hall and Sen (1999) O-statistics.

Thanks a lot for your help in advance.
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gmm5410.wf1
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: GMM Breakpoint test and IV Diagnostics

Postby EViews Gareth » Tue May 22, 2012 7:44 am

Those tests are not supported for systems of equations, only single equation estimation.
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