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st: xtabond command and second order autocorrelation
I am using the xtabond command on a panel data and I get the following note:
note: the residuals and the L(2) residuals have no obs in common
The AR(2) is trivially zero
Arellano-Bond test that average autocovariance in residuals of order 2 is 0:
H0: no autocorrelation z = . Pr > z = .
Thanks in advance.
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