Hello everybody,
after a system GMM estimation with the xtdpd command
(The details of the regression:
Number of obs=193,
Number of groups=79,
Number of instruments =20
and 4 endogenous plus 3 exogenous variables
hascons vce(robust) ),
i use the command estat abond to obtain the results for the Arellano-Bond test. It gives me the following
-----------------------+
|Order | z Prob > z|
|------+----------------|
| 1 |-2.2891 0.0221 |
| 2 | . . |
It drops the important last entry.
Does someone know why and what to do about it?
Thank you for your help!
best wishes
martin
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