GMM regressions in Eviews

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marthaluff
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Joined: Tue Sep 13, 2011 3:23 am

GMM regressions in Eviews

Postby marthaluff » Fri Jun 08, 2012 5:43 am

Hi there,
I have done a series of OLS regressions on which I performed the Wald test to test if the constant was significantly different to zero and the slope significantly different to one. For robustness I wanted to repeat the regressions using GMM. In the top box where it says equation estimation I put in the regression equation but I'm not sure what to put in the box below, instrument list. I understand that there must be as many instruments as variables, my regression just has one independent variable, so in the instrument list should I just put the constant and the dependent and the independent variable?
Thanks in advance for your help.

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