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Title: ENH: Add Hansen-Lee misspecification-robust J-test to IVGMM by hass-nation · Pull Request #701 · bashtage/linearmodels · GitHub

Open Graph Title: ENH: Add Hansen-Lee misspecification-robust J-test to IVGMM by hass-nation · Pull Request #701 · bashtage/linearmodels

X Title: ENH: Add Hansen-Lee misspecification-robust J-test to IVGMM by hass-nation · Pull Request #701 · bashtage/linearmodels

Description: Additional linear models including instrumental variable and panel data models that are missing from statsmodels. - ENH: Add Hansen-Lee misspecification-robust J-test to IVGMM by hass-nation · Pull Request #701 · bashtage/linearmodels

Open Graph Description: Closes #430 What this adds IVGMMResults.robust_j_stat — a misspecification-robust J-test from Hansen & Lee (2021, Econometrica 89(3), 1419-1447). The standard J-statistic uses the uncentered mo...

X Description: Closes #430 What this adds IVGMMResults.robust_j_stat — a misspecification-robust J-test from Hansen & Lee (2021, Econometrica 89(3), 1419-1447). The standard J-statistic uses the uncentere...

Opengraph URL: https://github.com/bashtage/linearmodels/pull/701

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og:image:altCloses #430 What this adds IVGMMResults.robust_j_stat — a misspecification-robust J-test from Hansen & Lee (2021, Econometrica 89(3), 1419-1447). The standard J-statistic uses the uncentered mo...
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