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st: xtabond command and second order autocorrelation


From   "Serafeim Tsoukas" <lexst5@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtabond command and second order autocorrelation
Date   Tue, 22 Nov 2005 14:34:52 +0000

Hi,

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 =      .

Any ideas/suggestions?

Thanks in advance.

Serafeim


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