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RE: st: Arellano-Bond test for AR(2) in first differences after xtivreg2
From
Humaira Asad <[email protected]>
To
STATA HELP <[email protected]>
Subject
RE: st: Arellano-Bond test for AR(2) in first differences after xtivreg2
Date
Fri, 27 Jan 2012 18:09:14 +0000
Thank you Kit, but this will run difference GMM. What i want TO ESTIMATE is system GMM and then I need to calculate the Arellano-Bond test for AR(2) in first differences. As there are a large number of missing observations, I am estimating the model using xtivreg2 with gmm2s option instead of xtabond2.
Regards,
Humaira
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