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st: Arellano Bond (xtabond) with test for weak instruments


From   Mohit Khurana <mohitkhurana84@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Arellano Bond (xtabond) with test for weak instruments
Date   Sat, 12 Oct 2013 13:46:49 -0400

Hi Team

I am using xtabond in one of my projects. There are total 96
instruments used in the model. I want to know whether instruments used
are weak or not. I am guessing that I can compare wald statistic with
the critical values provided in Scott and Yoga (2002) paper but don't
know how exactly to do it. Has anyone done something like this before?
any help would be appreciated.

Thanks
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