GMM estimation - serial correlation tests

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mc2006fr
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Joined: Mon Jul 27, 2009 10:40 am

GMM estimation - serial correlation tests

Postby mc2006fr » Mon Jul 27, 2009 11:20 pm

Hello,
I've tried very hard to use Eviews to do my econometric model. I just have one question about GMM estimation. How we can make the serial correlation tests (M1 and M2) first-order or second order bu Arellano and Bond.

Thanks in advance,
PW.
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