Dear Stata users,
I am using xtabond to estimate a ADL(3,3) model. To test the null hypothesis that the long-run effect of one of my explanatory variables is zero, I use:
testnl 0=(_b[d.x]+_b[ld.x]+_b[l2d.x]+_b[l3d.x])/(1-_b[ld.y]-_b[l2d.y]-_b[l3d.y])
Now my question - should I do this test after xtabond onestep, onestep robust or twostep?
Could someone help?
Thanks
Katja
Katja Wolf
Institute for Employment Research
Regensburger Str. 104
90478 N�rnberg
Tel.: +49-911/179-4806
e-mail: [email protected]
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