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st: Minimum Distance after System-GMM with xtabond2

From   Murod Aliyev <>
Subject   st: Minimum Distance after System-GMM with xtabond2
Date   Fri, 14 Jan 2011 09:06:16 +0000 (GMT)

Sorry for resending my message, in the previous one I forgot to put subject...

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.
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 
2) If not, how do I test common factor restrictions using minimum distance on 

Thanks in advance!


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