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st: xtabond


From   "Ana Lacerda" <ailacerda@bportugal.pt>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtabond
Date   Mon, 2 Oct 2006 12:59:24 +0100

Dear list,

Can please someone help on XTABOND?

- the test for first and second-order autocorrelation in the
first-differenced residuals (that appear in the ouput) are normally
distributed? seems impossible to be N(0,1)....

- how can I recover some information that shows up in the output but it is
not saves in e()? I am talking about the p-values of the tests just
mentioned.

thanks in advance :-)

ana



Ana Lacerda
Departamento Estudos Económicos
Banco Portugal
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