arellano-bond test

  1. B

    how to improve Arellano-Bond test for AR(2) in first differences in system GMM?

    Hello, I am estimating my regression using system GMM. xtabond2 y L.y x1 x2 x3 yr2004-yr2011 z, gmm(y, lag(2 .) ) iv(x3 yr2004-yr2011, eq(lev)) iv(x1 x2 z) two ar(4) ort nodiff noconst rob I am concerning most below: - instrument number to make sure not to exceed group number -...
  2. B

    how to improve Arellano-Bond test for AR(2) in first differences in system GMM?

    Hello, I am estimating my regression using system GMM. xtabond2 y L.y x1 x2 x3 yr2004-yr2011 z, gmm(y, lag(2 .) ) iv(x3 yr2004-yr2011, eq(lev)) iv(x1 x2 z) two ar(4) ort nodiff noconst rob I am concerning most below: - instrument number to make sure not to exceed group number -...