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From   Murod Aliyev <ma.statalist@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Date   Tue, 11 Jan 2011 18:55:25 +0000 (GMT)

Dear all,
I am estimating dynamic production function with Blundell and Bond 2000 model 
(Econometric Reviews, 19(3), 321-340).
They test "common factor restrictions" using minimum distance (p.324).
I am using xtabond2 to do System-GMM.
Questions:
1) Is it valid to test common factor restrictions with Wald type test for 
System-GMM estimates (using "testnl" which reports p-values based on the delta 
method)?
2) If not, how do I test common factor restrictions using minimum distance on 
STATA?

Thanks in advance!
Murod


      

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