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- Mon Aug 25, 2014 9:50 am
- Forum: Econometric Discussions
- Topic: testing for moderation using interation terms
- Replies: 0
- Views: 1417
testing for moderation using interation terms
Hi All, I am using interaction terms and dynamic panel GMM estimator to test for moderation. However, I keep getting AR(2) although I deepen the lags. Without the interaction terms there is no evidence of serial correlation. How can I remedy this? Am I correct to use interaction terms with the AB GM...