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| From | Murod Aliyev <ma.statalist@yahoo.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Minimum Distance after System-GMM with xtabond2 |
| Date | Fri, 14 Jan 2011 09:06:16 +0000 (GMT) |
Sorry for resending my message, in the previous one I forgot to put subject...
Dear all,
I am estimating dynamic production function with Blundell and Bond 2000 model
(Econometric Reviews, 19(3), 321-340).
They test "common factor restrictions" using minimum distance (p.324).
I am using xtabond2 to do System-GMM.
Questions:
1) Is it valid to test common factor restrictions with Wald type test for
System-GMM estimates (using "testnl" which reports p-values based on the delta
method)?
2) If not, how do I test common factor restrictions using minimum distance on
STATA?
Thanks in advance!
Murod
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