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 -- ################################################## 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 Fax: +41 (026) 300 96 78 Mob (priv): +41 (076) 542 33 48 Email: [EMAIL PROTECTED] Internet: http://www.unifr.ch/natoek Internet (priv): http://david.stadelmann-online.com ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
