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st: P values for Hansen J test
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
Financial Sector Operations and Policy Department
Tel: 202 473 5238
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