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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
not saves in e()? I am talking about the p-values of the tests just
Roodman's xtabond2 routine returns the p-values of these tests (and
much more). xtabond2 has a number of other advantages over xtabond
(but speed is not one of them). ssc describe xtabond2
Kit Baum, Boston College Economics
An Introduction to Modern Econometrics Using Stata:
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