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st: P values for Hansen J test


From   delhawary@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   st: P values for Hansen J test
Date   Fri, 13 May 2005 19:57:46 -0400

Hi,
Could someone please tell me if it is acceptable to have the following P-values
for the Hansen J test of over identifying restrictions when  using the GMM
System estimator to estimate a dynamic panle data model.

Hansen J test of over-identifying restrictions:
      Chi2 (49)=28.06               Prob > Chi2 = 0.993

Is this P-value normal to get ?. What does it mean ?.

I would very much appreciate your help.

Dahlia Anwar El- Hawary
Consultant
Financial Sector Operations and Policy Department
World Bank
Tel: 202 473 5238
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