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Re: st: Xtabond

From   Mark Schaffer <[email protected]>
To   [email protected], Pedro Juan Garc�a Teruel <[email protected]>
Subject   Re: st: Xtabond
Date   Tue, 06 Apr 2004 09:19:42 +0100 (BST)


Quoting Pedro Juan Garc�a Teruel <[email protected]>:

> Hi,
> I am using the command xtabond with endogenous variables, and in
> differents estimations always I have got a P value=1.00 in Sargan
> Test.
> What is the meaning of this value equal to 1?
> Could be able to have a econometric problem which make the P value
> was
> always 1.00?

What are the degrees of freedom of the test and how may observations do 
you have?


> Thanks,
> *
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Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]


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