How to interpret J statistic and Prob(J-Statistic) in difference GMM?

Vaishnavi Balaji @Vaishnavi-Balaji-5

07 January 2023 0 4K Report

Dear Sir/Mam,

I don't know how to interpret the results of J statistic and Prob(J-Statistic) in difference GMM?

J statistic value for my analysis is 19.99

Prob(J Statistic) is 0.45.

Kindly guide me how to interpret. Thank you

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