st: xtabond

[Kit Baum <baum@bc.edu>]

Ana said

Can please someone help on XTABOND?

- the test for first and second-order autocorrelation in the
first-differenced residuals (that appear in the ouput) are normally
distributed? seems impossible to be N(0,1)....

- how can I recover some information that shows up in the output but  
it is
not saves in e()? I am talking about the p-values of the tests just
mentioned.


Roodman's xtabond2 routine returns the p-values of these tests (and  
much more). xtabond2 has a number of other advantages over xtabond  
(but speed is not one of them).  ssc describe xtabond2



Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


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