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GMMResults.jtest()

statsmodels.sandbox.regression.gmm.GMMResults.jtest

GMMResults.jtest() [source]

overidentification test

I guess this is missing a division by nobs, what?s the normalization in jval ?

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.sandbox.regression.gmm.GMMResults.jtest.html

doc_statsmodels

2017-01-18 16:10:03

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