Dear Statalist users:
When i regress xtreg with my data (T=8, N=604) the results shows an
high value of rho (about 0.67) and the Arellano-Bond test of no
autocorrelation of first order is rejected.
I regress xtregar for modelling AR1 in my model. I am native in this
kind of models and i would like to know if there is a test in order
to check that the autocorrelation problem is solved with AR1 or not.
Also, i would like to know if with this sample (obs= 4832) the
coeficientes estimated in the two steps Arellano-Bond model are
reliable or not.
Thanks you a lot
Alfredo L�pez
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