Dynamic Panel Method/AR(1) & AR(2) test

[mofar]

Hello,

Is there a practical way to test the first and second order serial correlation in the residuals after estimating GMM (AB) model in Eviews 7.1?

Any feedback is very appreciated.

Thank you,

[EViews Gareth]

Unfortunately not. It is one of the things that should be added in EViews 8 though.

[mofar]

Thanks. But Do you have any idea regarding calculating these tests manually using output of GMM estimations? Something like Sargan test which can be calculated manually...