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st: Question about AR(1) in the GMM estimations


From   "[iso-8859-1] Paco González" <fgonzale@uniovi.es>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question about AR(1) in the GMM estimations
Date   Mon, 25 Aug 2008 19:48:06 +0200

Dear Statalisters
I have run the GMM estimator, and I believe that by construction there should be evidence of first order serial correlation. Is it problematic if, on occasion, there is no evidence of this? How should one deal with this? 
 Many thanks



Francisco González Rodríguez
Departamento de Administración de Empresas y Contabilidad
Universidad de Oviedo
Telf.: (+34) 985103698
Fax:  (+34) 985103708
http://www.uniovi.es/fgonzale/


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