[Limdep Nlogit List] Bhargava/Sargan Test
dgiantsios at uom.gr
dgiantsios at uom.gr
Wed Dec 18 03:52:10 AEDT 2019
Dear All
Recently i run a dynamic random effects model with the two-step GMM
estimation method because i include the lagged dependent variable in the
regressors. LIMDEP/NLOGIT 5 gives the Bhargava/Sargan test but i cannot
understand which H0 hypothesis this test searches. Is it preferable to
obtain p-values for this statistic near zero or near one in order to
have accurate estimates?
Thanks n Advance
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