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Regressor Endogeneity Test
Posted: Fri Apr 26, 2013 1:18 am
by ali_analyst
Hi
Following EViews instruction to test endogenity among regressors, First I prepared my GMM estimation equation, entering both regressors and instruments, however under view there is no IV Diagnostics and Test to be performed.
I use EViews 7 if it helps.
Re: Regressor Endogeneity Test
Posted: Fri Apr 26, 2013 7:35 am
by EViews Gareth
In what sort of object did you perform GMM?
Re: Regressor Endogeneity Test
Posted: Fri Apr 26, 2013 9:37 pm
by ali_analyst
I chose object from the menu and then chose equation. I may didn't understand your question. Kindly please make it more clear as I'm quite new in EViews.
Re: Regressor Endogeneity Test
Posted: Fri Apr 26, 2013 10:03 pm
by EViews Gareth
Perhaps you should provide your workfile?
Re: Regressor Endogeneity Test
Posted: Fri Apr 26, 2013 11:26 pm
by ali_analyst
Yes, I'm analyzing the effect of working capital management on the firm's profitability. I have my workfile including one dependent variable, one independent variable and four control variables. I'm trying to use GMM estimation for my model, however, when I tried to test regressor or instruments endogeneity, there were no sub menu under view as View/IV Diagnostics & Tests.
Re: Regressor Endogeneity Test
Posted: Sat Apr 27, 2013 4:33 pm
by EViews Gareth
Perhaps you should provide your workfile?