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st: Overidentification Tests

From   "Lopez, Andres" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Overidentification Tests
Date   Tue, 30 Aug 2011 15:59:02 -0400

Hi All,

If I wanted to do an overidentification test after a REG3 (3SLS) what command/procedure would you use? What are the limitations of this procedure that I should be aware of, given that I am running a 6 equation system with 11 unbalanced panels with about 17 observations per panel/period?



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