[R] Sargan Test and Hansen J Statistc for Simultaneous Equation Model

David STADELMANN david.stadelmann at unifr.ch
Wed Jun 6 16:10:26 CEST 2007


Dear R Users,

I am estimation a Simultaneous Equation Model with systemfit.

Does anyone of you know how to do a Sargan Test for overidentifiaction 
and a Hansen J statistic for instrument adequacy. Is there a possibility 
in R to do a Hausman-Wu test for the exogeneity of specific variables?

Do you know any other possibilities in R to perform similar tests 
(overidentification, instrument adequacy and exogeneity)?

Thank you very much for your help.
Yours
David

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David Stadelmann
Lehrstuhl für Makroökonomie,
Internationale Industrie- und Wachstumspolitik
Université de Fribourg
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