hansen_j_test function

Sargan-Hansen-J-Test for Overidentification

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)