st: xtDPDsys postestimation

[momo <mmsabra@gmail.com>]

Hi all 
I run two equations using xtdpdsys, the postestmation came as follows

First equation

estat sargan
Sargan test of overidentifying restrictions
        H0: overidentifying restrictions are valid

        chi2(117)    =  116.0779
        Prob > chi2  =    0.5067

. estat abond
artests not computed for one-step system estimator with vce(gmm)

Arellano-Bond test for zero autocorrelation in first-differenced errors
  +-----------------------+
  |Order |  z     Prob > z|
  |------+----------------|
  |   1  |-1.8738  0.0610 |
  |   2  | 1.4523  0.1464 |
  +-----------------------+
   H0: no autocorrelation 

Second equation

. estat sargan
Sargan test of overidentifying restrictions
        H0: overidentifying restrictions are valid

        chi2(114)    =  120.7602
        Prob > chi2  =    0.3145

. estat abond
artests not computed for one-step system estimator with vce(gmm)

Arellano-Bond test for zero autocorrelation in first-differenced errors
  +-----------------------+
  |Order |  z     Prob > z|
  |------+----------------|
  |   1  | -1.956  0.0505 |
  |   2  | 1.2733  0.2029 |
  +-----------------------+
   H0: no autocorrelation

So what do you think of these results

Any remarks are highly appreciated


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