Hello
I have 2 questions on xtabond2:
1) can the Hansen test of overidentification restrictions shown as output from
xtabond2 be also referred to as a Sargan test or is it a different test?
2) I am estimating a model that repeateadly shows me evidence of 2nd order
serial correlation in the residuals which invalidates the whole Blundell Bond
estimation strategy. I have done many trials augmenting the order of the lags
used as IV but still get the same problem. Any suggestions?
Thanks
Ana
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