Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: GMM system autocorrelation and Hansen test

From   alfredo jimenez palmero <>
To   "" <>
Subject   st: GMM system autocorrelation and Hansen test
Date   Sun, 15 Dec 2013 16:23:13 +0000

Dear Statalist users,

I am trying to run a GMM system estimation and I have a couple of questions:

1) My Arellano-Bond AR(2) p-value is 0.96. As far as I know this test shows whether there is autocorrelation and it should not be significant. Since the test is significant (at the 10% level), any idea what I can do to try to fix it?

2) How can I interpret Hansen test? Should it be significant or not?

Thanks in advance

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index