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st: Simulation: return overidentifying statistics
Hi:
I would like to do a Monte Carlo to see how the Hansen J test behaves
when varying sample size.
I can't figure out how to return and simulate the chi-square, df, and
p-values for each run.
Best,
John.
--
____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en
Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________
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