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Subject
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Date
Thu, 31 Jan 2013 23:24:21 +0100 (CET)
After perfoming Arellano-Bond "difference GMM" via xtabond2 command by
Roodman,
I would like to report into the estimation tables the AB test on
autocorrelation
(in particular the corresponding p-value), together with Sargan and Hansen
related p-values
(as in the code below).
estimates table _01_05 _02_05 _03_05 _04_05, stats(N sarganp hansenp) drop
(yr01 yr02 yr03 yr04 yr05) b(%-9.3f) se p style(oneline)
I read Roodman's paper and xtabond2 help file (and other stuff) but I failed
finding a way
to this. The only (not working) result I have found in the help file is:
"e(arip) p-value of AR(i) statistic"
Does anyone have any suggestion?
Thank you very much for attention
Salvatore
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