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st: xtabond

From   Kit Baum <>
Subject   st: xtabond
Date   Mon, 2 Oct 2006 08:42:27 -0400

Ana said

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

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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