[R] Sargan Test and Hansen J Statistc for Simultaneous Equation Model
David STADELMANN
david.stadelmann at unifr.ch
Wed Jun 6 16:10:26 CEST 2007
Dear R Users,
I am estimation a Simultaneous Equation Model with systemfit.
Does anyone of you know how to do a Sargan Test for overidentifiaction
and a Hansen J statistic for instrument adequacy. Is there a possibility
in R to do a Hausman-Wu test for the exogeneity of specific variables?
Do you know any other possibilities in R to perform similar tests
(overidentification, instrument adequacy and exogeneity)?
Thank you very much for your help.
Yours
David
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David Stadelmann
Lehrstuhl für Makroökonomie,
Internationale Industrie- und Wachstumspolitik
Université de Fribourg
Bureau F410
Bd de Pérolles 90
CH-1700 Fribourg
SCHWEIZ
Tel: +41 (026) 300 93 82
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Mob (priv): +41 (076) 542 33 48
Email: david.stadelmann at unifr.ch
Internet: http://www.unifr.ch/natoek
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