st: Arellano-Bond tests in xtabond2

["joserra coco" <pereastroika@hotmail.com>]

Hi all,

I would appreciate if anybody could offer some insight to this problem: I am 
using xtabond2 in a panel that has very low T (5 observations per cross 
section). When specifying xtabond2, I am never able to get the Arellano-Bond 
tests for autocorrelation. This would be an example of the way I am setting 
up the command:

xtabond2 y x1 x2 x3 x4 x5 x6 x7  , twostep robust small ivstyle(x1 x2 x3, 
equation(both)) gmmstyle(x4 x5 x6 x7, equation(levels) passthru)

For the gmmstyle options, only specifications that used the equation in 
levels and passthru delivered a number of instruments greater than 
regressors, which therefore also allow me to am able to get the Hansen test. 
However I never get the AB tests. Any thoughts?.

Thanks so much,
J.

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