Search found 1 match
- Thu Jun 09, 2016 9:15 am
- Forum: Econometric Discussions
- Topic: Panel GMM Arellano Bover 1995 AR-Test
- Replies: 1
- Views: 9106
Panel GMM Arellano Bover 1995 AR-Test
Hi everyone, I´m working with a Panel dataset and would like to use GMM for a robustness check. Therefore I´m using the Arellano Bover (1995) estimator (transformation method in GMM: orthogonal deviation in eviews). This works out fine, but I would like to test for autocorrelation, so I would like t...