hansen_j_test: Sargan-Hansen-J-Test for Overidentification

View source: R/pvar-methods.R

hansen_j_testR Documentation

Sargan-Hansen-J-Test for Overidentification

Description

Sargan-Hansen-J-Test for Overidentification

Usage

hansen_j_test(model, ...)

## S3 method for class 'pvargmm'
hansen_j_test(model, ...)

Arguments

model

A PVAR model

...

Further arguments passed to or from other methods

Examples

data("ex1_dahlberg_data")
hansen_j_test(ex1_dahlberg_data)

panelvar documentation built on Jan. 6, 2023, 1:17 a.m.