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| From | Humaira Asad <humairaasad@hotmail.com> |
| To | STATA HELP <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: Arellano-Bond test for AR(2) in first differences after xtivreg2 |
| Date | Fri, 27 Jan 2012 18:09:14 +0000 |
Thank you Kit, but this will run difference GMM. What i want TO ESTIMATE is system GMM and then I need to calculate the Arellano-Bond test for AR(2) in first differences. As there are a large number of missing observations, I am estimating the model using xtivreg2 with gmm2s option instead of xtabond2. Regards, Humaira * * 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/