Hi everyone, I want to use xtabond but first i want to specify how many
lags of the dependent variable to use. However, i can not find a way to do
that with stata. Do you have any recommendations? Is there an ado file for
AIC or BIC with xtabond? I tried fitstat, but it does not work with
xtabond. Any help will be highly appreciated. Thanks in advance for the
assistance!