Page 1 of 1

Durbin-wu-hausman test

Posted: Fri Oct 12, 2012 10:26 am
by CSS_Rocha
Hi,
I need to do Durbin-Wu-Hausman test. But I don't know how to do it in EViews.
What are the commands to perform the Durbin-Wu-Hausman test in EViews?

Thanks.

Re: Durbin-wu-hausman test

Posted: Fri Oct 12, 2012 11:26 am
by EViews Gareth
If your equation, estimated by TSLS or GMM, is called EQ01, then the command:

Code: Select all

] eq01.endogtest x1
Will perform the Durbin-Wu-Hausman test on regressor X1.

Re: Durbin-wu-hausman test

Posted: Thu Nov 14, 2013 5:59 am
by gftiryaki
How can we run the Durbin-Wu-Hausman test when using panel data?

Re: Durbin-wu-hausman test

Posted: Thu Nov 14, 2013 7:27 am
by EViews Gareth
You cannot.