Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[no subject]
From
Murod Aliyev <[email protected]>
To
[email protected]
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
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/