Pedro,
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?
--Mark
> 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]
web: http://www.sml.hw.ac.uk/ecomes
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