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st: Xtabond2
I�ve used xtabond2 because I had a problem with sargan test.
In my equations, I use a exogenous variable (obit_nasc) like a instrument
for lag depedent variable. The right way to type the formula is:
xtabond2 y L(1/3).y x w z, twostep robust gmm(l4.(y) x w z) iv(obit_nasc)
When I use this way, hansen test is a problem. But if I use a parsimony
structure, I approve hansen test, like:
xtabond2 y L(1/3).y x w z, twostep robust gmm(l4.(y) ) iv(obit_nasc)
My question is: Can I use the second way? it�s right?
Does somebody have a bibliography about xtabond2 implementation?
Thanks
Fausto
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